TaoCreateMoreThuenteBoundLineSearch
Create a line search
Synopsis
#include "tao_solver.h"
int TaoCreateMoreThuenteBoundLineSearch(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 is a modification of the algorithm by More' and Thuente.
The modifications concern bounds. This algorithm steps in the direction
passed into this routine. This point get projected back into the feasible set.
It tries to satisfy the Wolfe conditions, but in the context of bound constrained
optimization, there may not be a point in the piecewise linear
path that satisfies the Wolfe conditions. When the active set
is changing, decrease in the objective function may be sufficient
to terminate this line search.
Note
This routine is used within the following TAO bound constrained
minimization solvers: Newton trust region (tao_tron) and limited memory variable
metric (tao_blmvm).
Keywords
TAO_SOLVER, linesearch
Level:developer
Location:src/linesearch/impls/morethuente/morethuente.c
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