LBFGSLineSearchAlg

Backtracking method with the Armijo condition. The backtracking method finds the step length such that it satisfies the sufficient decrease (Armijo) condition: f(x + a * d) ≤ f(x) + LBFGSPrms.ftol * a * g(x)^T^ d.

Here, ''x'' is the current point, ''d'' is the current search direction, and ''a'' is the step length.

The backtracking method with the default (regular Wolfe) condition.

Backtracking method with Orthant-Wise.

Backtracking method with strong Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (see LBFGSLineSearchAlg.BacktrackingArmijo) and the following condition: |g(x + a * d)^T^ d| ≤ LBFGSPrms.wolfe * |g(x)^T^ d|.

Here, ''x'' is the current point, ''d'' is the current search direction, and ''a'' is the step length.

Backtracking method with regular Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (see LBFGSLineSearchAlg.BacktrackingArmijo)
and the curvature condition: g(x + a * d)^T^ d ≥ LBFGSPrms.wolfe * g(x)^T^ d.

Here, ''x'' is the current point, ''d'' is the current search direction, and ''a'' is the step length.

The default algorithm (MoreThuente method).

MoreThuente method proposed by More and Thuente.