linesearch()

template<typename Hp >

SRDef syten::GradientOpt::linesearch	(	Hp	h_hp,
		SRDef	lower,
		SRDef	upper,
		Index const	max_steps
	)

Attempt at a bisecting line search.

Template Parameters

Hp	Type of the function returning f(x-a*g) and f'(x-a*g) with respect to a

Parameters

h_hp	function object evaluating f(x-a*g) and f'(x-a*g)
lower	lower end of the line search
upper	upper end of the line search
max_steps	maximal number of steps

Returns

a step size a minimising f(x-a*g) if it is found in the range [lower,upper] or NAN if the initial condition is not fulfilled, i.e. f'(x-a*g) is not negative at a=0 or zero if no good step size was found.

References syten::abs(), and std::tie().

Referenced by gradient_descent_linesearch().

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