TaoCreateMoreThuenteLineSearch

Create a line search

Synopsis

#include "tao_solver.h
int TaoCreateMoreThuenteLineSearch(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 taken from More' and Thuente, "Line search algorithms with guaranteed sufficient decrease", Argonne National Laboratory, Technical Report MCS-P330-1092.

Note

This line search enforces the strong Wolfe conditions for unconstrained optimization. This routine is used within the following TAO unconstrained minimization solvers: Newton linesearch (tao_nls), limited memory variable metric (tao_lmvm), and nonlinear conjugate gradient methods.

Keywords

TAO_SOLVER, linesearch

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