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[Development] Implement other types of line search #32

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sblauth opened this issue Apr 21, 2022 · 1 comment · Fixed by #95
Closed

[Development] Implement other types of line search #32

sblauth opened this issue Apr 21, 2022 · 1 comment · Fixed by #95
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enhancement New feature or request

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@sblauth
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sblauth commented Apr 21, 2022

More flexibility for the user. Possible options are:

  • A linearized exact line search (which would be exact for linear-quadratic problems)
  • An interpolation-based line search which would generate a quadratic / cubic model of the 1D problem and search for the minimizer of the model
@sblauth sblauth added task enhancement New feature or request labels Apr 21, 2022
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sblauth commented Aug 29, 2022

The barzilai borwein method (which can be interpreted as stepsize scheme for standard gradient descent) could be implemented together with a non-monotone line search

@sblauth sblauth mentioned this issue Sep 14, 2022
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@sblauth sblauth changed the title Implement other types of line search [Development] Implement other types of line search Feb 13, 2023
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Feature/polynomial line search sblauth/cashocs
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