TaoCreateMoreThuenteLineSearch
Create a line search
Synopsis
#include "tao_solver.h"
int TaoCreateMoreThuenteLineSearch(TAO_SOLVER tao, double fftol, double ggtol)
Input Parameters
| tao | - TAO_SOLVER context
|
| fftol | - the sufficient descent parameter , greater than 0.
|
| ggtol | - the curvature tolerance, greater than 0, less than 1.
|
Note
If either fftol or ggtol is 0, default parameters will be used.
Note
This algorithm is taken from More' and Thuente, "Line search algorithms
with guaranteed sufficient decrease", Argonne National Laboratory,
Technical Report MCS-P330-1092.
Note
This line search enforces the strong Wolfe conditions for unconstrained
optimization. This routine is used within the following TAO unconstrained
minimization solvers: Newton linesearch (tao_nls), limited memory variable
metric (tao_lmvm), and nonlinear conjugate gradient methods.
Keywords
TAO_SOLVER, linesearch
Level:developer
Location:src/linesearch/impls/morethuente/morethuente.c
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