Control parameters for the blvim gradient algorithms

This function returns a list with parameters used to tweak the gradient algorithms used in blvim(). These parameters control the line search algorithm which is a standard backtracking method with Armijo stopping criterion.

Usage

blvim_gradient_control(
  rho_init = 0.5,
  shrink = 0.5,
  sufficient_increase = 1e-05,
  ls_iter_max = 50
)

Arguments

rho_init

Initial value of the gradient step in the line search.

shrink

Shrink factor for the gradient step in the line search.

sufficient_increase

Relative sufficient increase in the line search.

ls_iter_max

Maximum number of iterations of the line search.

Value

a list containing the values of the parameters

References

Armijo, Larry (1966), "Minimization of functions having Lipschitz continuous first partial derivatives", Pacific J. Math. 16 (1): 1–3 doi:10.2140/pjm.1966.16.1

See also

blvim()

Examples

blvim_gradient_control(0.5, 0.7, 1e-4, 25)
#> $rho_init
#> [1] 0.5
#> 
#> $shrink
#> [1] 0.7
#> 
#> $sufficient_increase
#> [1] 1e-04
#> 
#> $ls_iter_max
#> [1] 25
#>