`scipy.optimize._linesearch:scalar_search_wolfe1`

source: /scipy/optimize/_linesearch.py :100

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, optional: Value of phi at 0
old_phi0 : float, optional: Value of phi at previous point
derphi0 : float, optional: Value derphi at 0
c1 : float, optional: Parameter for Armijo condition rule.
c2 : float, optional: Parameter for curvature condition rule.
amax, amin : float, optional: Maximum and minimum step size
xtol : float, optional: Relative tolerance for an acceptable step.

Returns

alpha : float: Step size, or None if no suitable step was found
phi : float: Value of phi at the new point alpha
phi0 : float: Value of phi at alpha=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