lbfgsb.linesearch

Implement the line search algorithm by Moré and Thuente (1994), currently used for the L-BFGS-B algorithm.

The target of this line search algorithm is to find a step size \(\alpha\) that satisfies the strong Wolfe conditions

\[f(x + \alpha d) \leq f(x) + \alpha \mu g(x)^T d\]

and

\[|g(x + \alpha d)^T d| \leq \eta |g(x)^T d|.\]

Functions

max_allowed_steplength(x, d, lb, ub, ...)	Compute the largest admissible nonnegative step length.
line_search(x0, f0, g0, d, lb, ub, ...[, ...])	Find a step satisfying sufficient decrease and curvature conditions.

References

[1] Moré, J. J., & Thuente, D. J. (1994). Line search algorithms with guaranteed

sufficient decrease.