Closed d-monnet closed 5 months ago
I think it could be useful to have a line-search solver for Goldstein-Armijo conditions, which, contrary to the Wolfe condition, does not require to compute the gradient along the search direction.
Does anyone know an efficient algorithm for the Goldstein conditions? I did a bit of research and found: https://optimization-online.org/wp-content/uploads/2022/11/OptLett_Nov_2023_final.pdf, which looks to performed better than the standard Goldstein line-search algorithm.
I think it could be useful to have a line-search solver for Goldstein-Armijo conditions, which, contrary to the Wolfe condition, does not require to compute the gradient along the search direction.
Does anyone know an efficient algorithm for the Goldstein conditions? I did a bit of research and found: https://optimization-online.org/wp-content/uploads/2022/11/OptLett_Nov_2023_final.pdf, which looks to performed better than the standard Goldstein line-search algorithm.