strong-wolfe-conditions-line-search

A line search method for finding a step size that satisfies the strong Wolfe conditions (i.e., the Armijo (i.e., sufficient decrease) condition and the curvature condition).

Header

#include <mathtoolbox/strong-wolfe-conditions-line-search.hpp>

Math and Algorithm

We follow Nocedal and Wright (2006) (Chapter 3, specifically Algorithm 3.5).

Useful Resources

• Jorge Nocedal and Stephen J. Wright. 2006. Numerical optimization (2nd ed.). Springer. DOI: https://doi.org/10.1007/978-0-387-40065-5