nocedal_wright_interpol(func,
args,
x,
f,
g,
p,
a_init=1.0,
mu=0.001,
print_flag=0)
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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.
Function options
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func - The function to minimise.
func_prime - The function which returns the gradient vector.
args - The tuple of arguments to supply to the functions func and dfunc.
x - The parameter vector at minimisation step k.
f - The function value at the point x.
g - The function gradient vector at the point x.
p - The descent direction.
a_init - Initial step length.
mu - Constant determining the slope for the sufficient decrease condition (0 < mu < 1).
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