StrongWolfe

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

Bases: kona.algorithms.util.linesearch.LineSearch

Strong Wolfe line search.

Variables:
  • alpha_init (float) – Initial step size.
  • alpha_max (float) – Maximum step size.
  • curv_cond (float) – Curvature condition to be satisfied.
find_step_length(merit)[source]