The WolfeLS2 class performs an inexact line search on f to find (1) a point x that exhibits (1) SDC: sufficient decrease (f(x) enough less that f(0)) and (2) CC: the slope at x is less steep than the slope at 0. That is, the line search looks for a value for x satisfying the two Wolfe conditions.
The it uses bisection (or interpolative search) to find an approximate local minimal point. Currently, the strong version is not supported. Note: c1 and c2 defaults below intended for Quasi Newton methods such as BFGS or L-BFGS
Value parameters
c1
constant for sufficient decrease (Wolfe condition 1: .0001 to .001)
c2
constant for curvature/slope constraint (Wolfe condition 2: .9 to .8)
Perform an inexact Line Search (LS) on the function f to find an approximate local minima from the point x moving distance a in the search direction p in two steps: (1) The START point is x (at a = 0), while the END point x_max (at a = a_max) is a distant point that satisfies the Wolfe Conditions 1 and 2. Begin with a = 1 and decrease it (e.g., * 0.5) until both conditions are satisfied to get a_max. (2) Perform bisection (or interpolative) search over the interval for a = (0, a_max) and return its solutions.
Perform an inexact Line Search (LS) on the function f to find an approximate local minima from the point x moving distance a in the search direction p in two steps: (1) The START point is x (at a = 0), while the END point x_max (at a = a_max) is a distant point that satisfies the Wolfe Conditions 1 and 2. Begin with a = 1 and decrease it (e.g., * 0.5) until both conditions are satisfied to get a_max. (2) Perform bisection (or interpolative) search over the interval for a = (0, a_max) and return its solutions.