Line Search

In optimization, the line search strategy is one of two basic iterative approaches to finding a local minimum of an objective function . The other approach is trust region.

The line search approach first finds a descent direction along which the objective function will be reduced and then computes a step size that decides how far should move along that direction. The descent direction can be computed by various methods, such as gradient descent, Newton's method and Quasi-Newton method. The step size can be determined either exactly or inexactly.

Read more about Line SearchExample Use

Other articles related to "search, line search":

Gradient Descent - Comments
... In the latter case the search space is typically a function space, and one calculates the Gâteaux derivative of the functional to be minimized to determine the descent direction ... The gradient descent can be combined with a line search, finding the locally optimal step size on every iteration ... Performing the line search can be time-consuming ...
Line Search - Algorithms - Direct Search Methods
... methods of dividing the interval, golden section search is particularly simple and effective, as the interval proportions are preserved regardless of how the search proceeds where ...

Famous quotes containing the words search and/or line:

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