`scipy.optimize._linesearch:_nonmonotone_line_search_cheng`

source: /scipy/optimize/_linesearch.py :818

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     )

Summary

Nonmonotone line search from [1]

Parameters

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]

Returns

alpha : float: Step length
xp : ndarray: Next position
fp : float: Merit function value at next position
Fp : ndarray: Residual at next position
C : float: New value for the control parameter C
Q : float: New value for the control parameter Q

Aliases

scipy.optimize._linesearch._nonmonotone_line_search_cheng