LineSearches.jl

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Non-descent directions

7

In HagerZhang and MoreThuente we throw errors if the step direction is not a descent direction (that is, d\phi(0) \geq 0). No tests are made in BackTracking and StrongWolfe, and...

anriseth

Optimal stepsize

16

It would be good to have an optimal linesearch, mostly for testing purposes (it somewhat reduces the noise in comparing two methods). I took a stab at implementing this using...

antoine-levitt

TODO: New LineSearches

1

ref changes in https://github.com/JuliaNLSolvers/LineSearches.jl/pull/80 - [ ] Don't allocate vectors. We might as well have them as scalars to avoid allocations - [x] We should also free the deepest layer...

pkofod

Add logging functionality

2

I'd like to see a flexible logging / tracing functionality here. Currently there is little info provided when things go wrong inside the linesearches. Finiteness tests such as #101 should...

anriseth

Uniformly check conditions

5

like ```julia if vecnorm(s) == 0 Base.error("Step direction is zero.") end ```

pkofod

- [ ] Test linesearch behaviour when alpha = NaN, Inf or negative - [ ] Add counter tests (we can create `OnceDifferentiable` objects using NLSolversBase)

anriseth

Move some removed tests

1

- [ ] Counter: Find a situation where all the (non-trivial) linesearches require at least two evals (e.g. Himmelblau above?) - [ ] Optim usage: This should be covered by...

pkofod

Step by step linesearch

5

Hi, Sorry to create another issue with an easy question, but I was wondering if there is a way to display each iteration of a line search algorithm. The basic...

Goysa2

Pass on `gtol` convergence criterion to linesearches that calculate `grad(f)`

1

Morethuente, hagerzhang and strongwolfe all evaluate `df.g!` or `df.fg!`, and should thus report return any step that will give `g(x+alpha*p)` within tolerance from Optim, NLsolve etc.

anriseth

I noticed that the same line search algorithm from the package (combined with gradient descent) produced very different convergence results in different systems. Especially on Windows, the iteration converged much...

frankwswang