Example Use
Here is an example gradient method that uses a line search in step 4.
- Set iteration counter, and make an initial guess, for the minimum
- Repeat:
- Compute a descent direction
- Choose to 'loosely' minimize over
- Update, and
- Until < tolerance
At the line search step (4) the algorithm might either exactly minimize h, by solving, or loosely, by asking for a sufficient decrease in h. One example of the former is conjugate gradient method. The latter may be performed in a number of ways, perhaps by doing a backtracking line search or using the Wolfe conditions.
Like other optimization methods, line search may be combined with simulated annealing to allow it to jump over some local minima.
Read more about this topic: Line Search
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