LBFGSLineSearchPrms

Value parameters

defaultStep

The default step selected as the initial for the line search routine. The default value is 1.0.

ftol

Controls the accuracy of the line search routine. Should be greater than zero and smaller than 0.5. The default value is 1e-4.

gtol

Controls the accuracy of the line search routine. If the function and gradient evaluations are inexpensive with respect to the cost of the iteration (which is sometimes the case when solving very large problems), it may be advantageous to set this parameter to a small value (e.g: 0.1). This parameter should be greater than the ftol parameter (default value of 1e-4) and smaller than 1.0. The default value is 0.9.

maxLineSearch

Maximum number of trials for the line search. Controls the number of function and gradient evaluations per iteration for the line search routine. The default value is 40.

maxStep

Maximum step of the line search routine. Does not need to be modified unless the exponents are too large for the machine being used, or unless the problem is extremely badly scaled (in which case the exponents should be increased). The default value is 1e20.

minStep

Minimum step of the line search routine. Does not need to be modified unless the exponents are too large for the machine being used, or unless the problem is extremely badly scaled (in which case the exponents should be increased). The default value is 1e-20.

wolfe

A coefficient for the Wolfe condition. Only used when a backtracking line-search algorithm that relies on the Wolfe condition is chosen for the LBFGSLineSearchAlg lineSearch param (e.g: LBFGSLineSearchAlg.BacktrackingWolfe or LBFGSLineSearchAlg.BacktrackingStrongWolfe ). Should be greater than the ftol parameter and smaller than 1.0. The default value is 0.9.

xtol

The machine precision for floating-point values. Must be a positive value set by a client program to estimate the machine precision. The L-BFGS optimization will terminate with the return code LBFGSReturnCode.RoundingError if the relative width of the interval of uncertainty is less than this parameter. The default value is 1.0e-16.

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