JuliaManifolds / Manopt.jl

🏔️Manopt. jl – Optimization on Manifolds in Julia
http://manoptjl.org
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Improve line searches #229

Closed kellertuer closed 1 year ago

kellertuer commented 1 year ago

currently linesearches like ArmijoLinesearch but also the Wolfe ones and the NonMonotone one are a bit unstable for the simple reason that the involved while loops in the common linesearch_backtrack is maybe a bit too academic and might have an infinite loop.

Ideas

And of course one question is then what to do – LineSearches errors, while Manopt just continues after 25 and if the step is too small it is also a question what to do

kellertuer commented 1 year ago

A second thing is to check the defaults, the factor when backtracking, the sufficient decrease factor and such.