bundles / scipy 1.17.1 / scipy / optimize / _linesearch / scalar_search_wolfe1
function
scipy.optimize._linesearch:scalar_search_wolfe1
Signature
def scalar_search_wolfe1(phi, derphi, phi0 = None, old_phi0 = None, derphi0 = None, c1 = 0.0001, c2 = 0.9, amax = 50, amin = 1e-08, xtol = 1e-14)Summary
Scalar function search for alpha that satisfies strong Wolfe conditions
Extended Summary
alpha > 0 is assumed to be a descent direction.
Parameters
phi: callable phi(alpha)Function at point alpha
derphi: callable phi'(alpha)Objective function derivative. Returns a scalar.
phi0: float, optionalValue of phi at 0
old_phi0: float, optionalValue of phi at previous point
derphi0: float, optionalValue derphi at 0
c1: float, optionalParameter for Armijo condition rule.
c2: float, optionalParameter for curvature condition rule.
amax, amin: float, optionalMaximum and minimum step size
xtol: float, optionalRelative tolerance for an acceptable step.
Returns
alpha: floatStep size, or None if no suitable step was found
phi: floatValue of
phiat the new point alphaphi0: floatValue of
phiatalpha=0
Notes
Uses routine DCSRCH from MINPACK.
Parameters c1 and c2 must satisfy 0 < c1 < c2 < 1 as described in [1].
Aliases
scipy.optimize._linesearch.scalar_search_wolfe1