`scipy.optimize._linesearch:_nonmonotone_line_search_cruz`

source: /scipy/optimize/_linesearch.py :746

Signature

   def     _nonmonotone_line_search_cruz (    f    ,    x_k    ,    d    ,    prev_fs    ,    eta    ,    gamma    =  0.0001   ,    tau_min    =  0.1   ,    tau_max    =  0.5     )

Summary

Nonmonotone backtracking line search as described in ^[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.
prev_fs : float: List of previous merit function values. Should have len(prev_fs) <= M where M is the nonmonotonicity window parameter.
eta : float: Allowed merit function increase, see ^[1]
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

Aliases

scipy.optimize._linesearch._nonmonotone_line_search_cruz