[SciPy-User] could you explain the line_search method?

[devdoer bird]

Thanks.

2011/12/5 Gilles Rochefort <gilles.rochefort at gmail.com>

> Hi,
>
> The equation you are speaking of, is just an approximation of the step
> size that occurs in the preceding estimate of the solution.
>
> To make a short answer, I would say that it is just a hint to save some
> iterations in the line search process by starting with an initial alpha
> which is a good guess from the previous one (twice the previous one) and
> not necessary restarting from 1.0 everytime.
>
> This is particularly interesting when your current estimate gets closer
> and closer from the optimal solution.
>
> Best regards,
> Gilles.
>
>
> 2011/12/2 devdoer bird <devdoer2 at gmail.com>
>
>> HI:
>>
>> Sorry to post here if it's  not a  proper question.
>>
>> I'm reading the source code of line_search function in optimize.py , and
>> there's a statement to compute the initial step alpha , listed below:
>>
>>
>>
>> alpha1 = pymin(1.0, 1.01*2*(phi0-old_old_fval)/derphi0)
>>
>>
>> I don't what's the physical meaning of
>> 1.01*2*(phi0-old_old_fval)/derphi0,
>>
>> Can some one give me some explaination?
>>
>> Thanks!
>>
>>
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>>
>
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