mushi.optimization.LineSearcher

class LineSearcher(s0=1, max_line_iter=100, gamma=0.8, verbose=False)

Bases: Optimizer

Abstract class for an optimizer with Armijo line search.

Parameters:

• s0 (double) – initial step size

• max_line_iter (int) – maximum number of line search steps

• gamma (double) – step size shrinkage rate for line search

• verbose (bool) – flag to print convergence messages

Methods

f	Evaluate cost function at current solution point.
run	Optimize until convergence criteria are met.

abstractmethod f()

Evaluate cost function at current solution point.

Return type:

double

run(x, tol=1e-06, max_iter=100)

Optimize until convergence criteria are met.

Parameters:

• x (ndarray) – initial point

• tol (double) – relative tolerance in objective function

• max_iter (int) – maximum number of iterations

Returns:

solution point

Return type:

ndarray