`scipy.optimize._linesearch:_nonmonotone_line_search_cheng`

Signature

def _nonmonotone_line_search_cheng(f, x_k, d, f_k, C, Q, eta, gamma = 0.0001, tau_min = 0.1, tau_max = 0.5, nu = 0.85)

Nonmonotone line search from [1]

f : callable: Function returning a tuple (f, F) where f is the value of a merit function and F the residual.
x_k : ndarray: Initial position.
d : ndarray: Search direction.
f_k : float: Initial merit function value.
C, Q : float: Control parameters. On the first iteration, give values Q=1.0, C=f_k
eta : float: Allowed merit function increase, see ^[1]
nu, gamma, tau_min, tau_max : float, optional: Search parameters, see ^[1]