[SciPy-dev] question about scipy.optimize.line_search
dmitrey
openopt at ukr.net
Thu Jun 28 04:06:00 EDT 2007
help(line_search) yields
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line_search(f, myfprime, xk, pk, gfk, old_fval, old_old_fval, args=(),
c1=0.0001, c2=0.90000000000000002, amax=50)
Find alpha that satisfies strong Wolfe conditions.
Uses the line search algorithm to enforce strong Wolfe conditions
Wright and Nocedal, 'Numerical Optimization', 1999, pg. 59-60
For the zoom phase it uses an algorithm by
Outputs: (alpha0, gc, fc)
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So I need to know what are other args, especially gfk (is it a gradient
in point xk?), old_fval, old_old_fval (I guess I know what do c1 & c2 mean)
Thank you in advance, D.
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