FelixBenning / optimization-review

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Calculation Based Backtracking #3

Open FelixBenning opened 2 years ago

FelixBenning commented 2 years ago

Instead of the upper bound, use second order approximation and reorder for the directional derivative. Estimate directional derivative and use that instead of lipschitz constant.

Regularization? (bound third derivative?, levenberg-marquart?)