The LBFGSLineSearch trait specifies the requirements for a line search algorithm to be used in the native implementation of L-BFGS.
Classes mixing in this trait must implement the lineSearch method. The lineSearch method is used to find the optimal step, searching in a specific line, to be taken to minimize an objective function value.
Searches for an optimal step to take along a given line in order to minimize the objective function value.
Searches for an optimal step to take along a given line in order to minimize the objective function value.
Value parameters
cd
LBFGSCallbackData to allow the line search algorithm to evaluate the objective function value and gradient vector for a given set of variable values
f
the current value of the objective function. Calculated with the variables in x
g
VectorD with the current value of the gradient vector
n
the number of variables
params
LBFGSPrms representing the parameters chosen to control the L-BFGS optimization process, which includes some line step search parameters.
s
the line where the search for an optimal step will take place
stp
the initial step to evaluate when searching for the optimal step along line s
x
VectorD with the current values of the variables
Attributes
Returns
LBFGSLineSearchReturn, the results of the line search method. A successful execution returne a BFGSLineSearchStep, while an execution with errors returns a LBFGSLineSearchFailure