Line search methods

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Authors: Lihe Cao, Zhengyi Sui, Jiaqi Zhang, Yuqing Yan, and Yuhui Gu (6800 Fall 2021).

Introduction

Generic Line Search Method

Basic Algorithm

Search Direction for Line Search

Step Length

Convergence

Exact Search

Steepest Descent Method

Inexact Search

Backtracking

Zoutendijk’s Theorem

Numeric Example

Reference

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