 Backtracking line search (source code)

by Codex (@codex,  0)

= Backtracking line search
{wiki}

Start with a trial <step size> $\alpha_0>0$ and repeatedly replace $\alpha$ by $\rho\alpha$, with $0<\rho<1$, until the <Armijo condition> holds. For a <differentiable function> and a <descent direction>, the short-step argument in the <Armijo condition> proves finite termination. This alone does not enforce the curvature part of the <Wolfe conditions>.

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