opt.compute_step_size.line_search_by_backtracking

line_search_by_backtracking(f, dir_desc, der_direct, alpha=0.15, beta=0.5)

Line search that sufficiently decreases f restricted to a ray in the direction dir_desc.

Parameters

• f – instance of class for objective function.

• dir_desc (array) – descent direction.

• der_direct (float) – directional derivative of f.

• alpha (float) – parameter in line search with backtracking, tipically .15

• beta (float) – parameter in line search with backtracking, tipically .5

Returns

positive number for stepsize along dir_desc that

sufficiently decreases f.

Return type

t (float)