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accosmin / nano

C++ library [machine learning & numerical optimization] - superseeded by libnano
MIT License
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Refactor the interpolation line-search #2

Closed accosmin closed 9 years ago

accosmin commented 9 years ago

Decide at run-time what interpolation algorithm to use (cubic, quadratic and bisection) for the line-search algorithm described in Nocedal & Wright (Numerical Optimization, 2006).

accosmin commented 9 years ago

Refactor the interpolation-based line-search to use the step (cubic, bisection, quadratic) that is closer to the current minimum.