Package minfx :: Package line_search :: Module nocedal_wright_interpol
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Module nocedal_wright_interpol

source code

A line search algorithm based on interpolation.

This file is part of the minfx optimisation library.

Functions [hide private]
 
nocedal_wright_interpol(func, args, x, f, g, p, a_init=1.0, mu=0.001, print_flag=0)
A line search algorithm based on interpolation.
source code
 
print_data(text, k, a)
Temp func for debugging.
source code
Variables [hide private]
  __package__ = 'minfx.line_search'

Imports: deepcopy, dot, sqrt, cubic_ext, quadratic_fafbga, quadratic


Function Details [hide private]

nocedal_wright_interpol(func, args, x, f, g, p, a_init=1.0, mu=0.001, print_flag=0)

source code 

A line search algorithm based on interpolation.

Pages 56-57, from 'Numerical Optimization' by Jorge Nocedal and Stephen J. Wright, 1999, 2nd ed.

Requires the gradient function.

Parameters:
  • func (func) - The function to minimise.
  • args (tuple) - The tuple of arguments to supply to the functions func.
  • x (numpy array) - The parameter vector at minimisation step k.
  • f (float) - The function value at the point x.
  • g (numpy array) - The function gradient vector at the point x.
  • p (numpy array) - The descent direction.
  • a_init (flaot) - Initial step length.
  • mu (float) - Constant determining the slope for the sufficient decrease condition (0 < mu < 1).
  • print_flag (int) - The higher the value, the greater the amount of info printed out.