Detailed Description

Definition at line 33 of file itkLBFGS2Optimizerv4.h.

Public Types
enum	LineSearchMethod : uint8_t { LineSearchMethod::LINESEARCH_DEFAULT = 0, LineSearchMethod::LINESEARCH_MORETHUENTE = 0, LineSearchMethod::LINESEARCH_BACKTRACKING_ARMIJO = 1, LineSearchMethod::LINESEARCH_BACKTRACKING = 2, LineSearchMethod::LINESEARCH_BACKTRACKING_WOLFE = 2, LineSearchMethod::LINESEARCH_BACKTRACKING_STRONG_WOLFE = 3 }

Member Enumeration Documentation

strong

Enumerator
LINESEARCH_DEFAULT	The default algorithm (MoreThuente method).
LINESEARCH_MORETHUENTE	MoreThuente method proposed by More and Thuente.
LINESEARCH_BACKTRACKING_ARMIJO	Backtracking method with the Armijo condition. The backtracking method finds the step length such that it satisfies the sufficient decrease (Armijo) condition, f(x + a * d) <= f(x) + lbfgs_parameter_t::ftol * a * g(x)^T d, where x is the current point, d is the current search direction, and a is the step length.
LINESEARCH_BACKTRACKING	The backtracking method with the default (regular Wolfe) condition.
LINESEARCH_BACKTRACKING_WOLFE	Backtracking method with regular Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (LINESEARCH_BACKTRACKING_ARMIJO) and the curvature condition, g(x + a * d)^T d >= lbfgs_parameter_t::wolfe * g(x)^T d, where x is the current point, d is the current search direction, and a is the step length.
LINESEARCH_BACKTRACKING_STRONG_WOLFE	Backtracking method with strong Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (LINESEARCH_BACKTRACKING_ARMIJO) and the following condition, \|g(x + a * d)^T d\| <= lbfgs_parameter_t::wolfe * \|g(x)^T d\|, where x is the current point, d is the current search direction, and a is the step length.

Definition at line 40 of file itkLBFGS2Optimizerv4.h.

The documentation for this class was generated from the following file: