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Line-search solver for Armijo-Goldstein conditions #213
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Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #213 +/- ##
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+ Coverage 97.75% 98.14% +0.38%
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Files 8 9 +1
Lines 223 269 +46
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+ Hits 218 264 +46
Misses 5 5 ☔ View full report in Codecov by Sentry. |
I will modify/add tests to have a full coverage of |
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A few quick initial comments. I didn't check the algorithm itself.
Co-authored-by: Dominique <[email protected]>
Co-authored-by: Dominique <[email protected]>
… (ht recomputation missing).
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Thanks @d-monnet for the suggestion. I made comments.
Co-authored-by: Tangi Migot <[email protected]>
Co-authored-by: Tangi Migot <[email protected]>
…rs as keyword arguments
…Tools.jl into armijo-goldstein
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LGTM, thanks
update docstring Co-authored-by: Dominique <[email protected]>
Co-authored-by: Dominique <[email protected]>
Co-authored-by: Dominique <[email protected]>
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Thank you!
Add a line-search solver for the Armijo-Goldstein conditions.
This is a direct implementation (M=0, no incumbent memory) of the method proposed in:
Cartis, C., Sampaio, P.R., Toint, P.L.: Worst-case evaluation complexity of non-monotone gradient-related algorithms for unconstrained optimization. Optimization 64(5), 1349–1361 (2015).