TaoCreateMoreThuenteBoundLineSearch

Create a line search

Synopsis

#include "tao_solver.h
int TaoCreateMoreThuenteBoundLineSearch(TAO_SOLVER tao, double fftol, double ggtol)

Input Parameters

tao - TAO_SOLVER context
fftol - the sufficient descent parameter , greater than 0.
ggtol - the curvature tolerance, greater than 0, less than 1.

Note

If either fftol or ggtol is 0, default parameters will be used.

Note

This algorithm is is a modification of the algorithm by More' and Thuente. The modifications concern bounds. This algorithm steps in the direction passed into this routine. This point get projected back into the feasible set. It tries to satisfy the Wolfe conditions, but in the context of bound constrained optimization, there may not be a point in the piecewise linear path that satisfies the Wolfe conditions. When the active set is changing, decrease in the objective function may be sufficient to terminate this line search.

Note

This routine is used within the following TAO bound constrained minimization solvers: Newton trust region (tao_tron) and limited memory variable metric (tao_blmvm).

Keywords

TAO_SOLVER, linesearch

Level:developer
Location:src/linesearch/impls/morethuente/boundmorethuente.c
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