strongWolfeLineSearch

strongWolfeLineSearch(evaluate, x, p, f0, g0, options?): any

Defined in: linesearch.js:56

Strong Wolfe line search along direction p from x.

Parameters

evaluate

Function

(x) => {loss, gradient}

x

number[]

Starting point

p

number[] | Float64Array<ArrayBufferLike>

Descent direction (g0’p must be < 0)

f0

number

f(x)

g0

number[]

gradient at x

options?

c1?

number

Sufficient-decrease constant

c2?

number

Curvature constant

maxIter?

number

Bracketing iterations

t0?

number

Initial step

tMax?

number

Maximum step

Returns

any

{success, t, fx, gradient, xNew, fevals}