LineSearch (base class)

class kona.algorithms.util.linesearch.LineSearch(optns={}, out_file=<open file '<stdout>', mode 'w'>)

Bases: object

Base class for all line search algorithms. Provides rudimentary error-checking functionality, and an interface that should be adhered to when writing new line search functions.

Variables:

• decr_cond (float) – Sufficient decrease condition.
• max_iter (int) – Maximum iterations for the line search.
• out_file (file) – File stream for writing data.

Parameters:

• optns (dict) –
• out_file (file) –

find_step_length(merit)

Find an appropriate step size for the given merit function that leads to the minimum in the search direction.

Parameters:merit (MeritFunc-like) – Merit function object derived from the base MeritFunc class. Returns:

• float (Step size.)
• int (Number of iterations taken for the search.)