Struct optimization::ArmijoLineSearch
[−]
[src]
pub struct ArmijoLineSearch { // some fields omitted }
Backtracking line search evaluating the Armijo rule at each step width.
Methods
impl ArmijoLineSearch
fn new(control_parameter: f64, initial_step_width: f64, decay_factor: f64) -> ArmijoLineSearch
Creates a new ArmijoLineSearch
given the control_parameter
∈ (0, 1), the
initial_step_width
> 0 and the decay_factor
∈ (0, 1).
Armijo used in his paper the values 0.5, 1.0 and 0.5, respectively.