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

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

gamma, tau_min, tau_max : float, optional

Search parameters, see

Returns

alpha : float

Step length

xp : ndarray

Next position

fp : float

Merit function value at next position

Fp : ndarray

Residual at next position

Nonmonotone backtracking line search as described in

Examples

See :

Local connectivity graph

Hover to see nodes names; edges to Self not shown, Caped at 50 nodes.

Using a canvas is more power efficient and can get hundred of nodes ; but does not allow hyperlinks; , arrows or text (beyond on hover)

SVG is more flexible but power hungry; and does not scale well to 50 + nodes.

All aboves nodes referred to, (or are referred from) current nodes; Edges from Self to other have been omitted (or all nodes would be connected to the central node "self" which is not useful). Nodes are colored by the library they belong to, and scaled with the number of references pointing them

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GitHub : /scipy/optimize/_linesearch.py#730
type: <class 'function'>
Commit: