Add line search parameters to solvers - Githubissues

ihmeuw-msca / msca

Mathematical sciences and computational algorithms

https://ihmeuw-msca.github.io/msca/

BSD 2-Clause "Simplified" License

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Add line search parameters to solvers #8

Closed zhengp0 closed 2 years ago

zhengp0 commented 2 years ago

Add line search parameters to solvers including

a_init: initial step size
a_const: the constant for line search success condition
a_scale: shrinkage parameter for the step size
a_lb: lower bounds for the step size