Finds a step size that satisfies the Armijo condition for sufficient decrease.
Usage
line_search(
objective_fn,
param_values,
direction,
grad,
maximize = FALSE,
alpha = 1,
c1 = 1e-04,
rho = 0.5,
max_iter = 20
)Arguments
- objective_fn
Function to minimize/maximize
- param_values
Current parameter values (numeric vector)
- direction
Search direction (numeric vector)
- grad
Current gradient (numeric vector)
- maximize
If TRUE, maximize; if FALSE, minimize
- alpha
Initial step size, default 1
- c1
Armijo parameter (sufficient decrease), default 1e-4
- rho
Backtracking factor, default 0.5
- max_iter
Maximum backtracking iterations, default 20