bundles / scipy 1.17.1 / scipy / optimize / _linesearch / line_search_armijo

function

`scipy.optimize._linesearch:line_search_armijo`

source: /scipy/optimize/_linesearch.py :623

Signature

   def     line_search_armijo (    f    ,    xk    ,    pk    ,    gfk    ,    old_fval    ,    args    =  ()   ,    c1    =  0.0001   ,    alpha0    =  1     )

Summary

Minimize over alpha, the function f(xk+alpha pk).

Parameters

f : callable: Function to be minimized.
xk : array_like: Current point.
pk : array_like: Search direction.
gfk : array_like: Gradient of f at point xk.
old_fval : float: Value of f at point xk.
args : tuple, optional: Optional arguments.
c1 : float, optional: Value to control stopping criterion.
alpha0 : scalar, optional: Value of alpha at start of the optimization.

Returns

: alpha
: f_count
: f_val_at_alpha

Notes

Uses the interpolation algorithm (Armijo backtracking) as suggested by Wright and Nocedal in 'Numerical Optimization', 1999, pp. 56-57

Aliases

scipy.optimize._linesearch.line_search_armijo