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TODO: New LineSearches #81

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pkofod opened this issue Mar 3, 2018 · 1 comment
Open
2 of 4 tasks

TODO: New LineSearches #81

pkofod opened this issue Mar 3, 2018 · 1 comment

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@pkofod
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pkofod commented Mar 3, 2018

ref changes in #80

  • Don't allocate vectors. We might as well have them as scalars to avoid allocations
  • We should also free the deepest layer of df, although we could in theory still provide simple wrappers.
  • Add an argument to specify a largest \alpha. This is to accommodate Fminbox and other simple constrained optimizers not evaluating outside of constraints. Of course, some constrained optimizers will need more specialized line searches (or use trust regions of course).
  • We should return \alpha, \phi(\alpha) to avoid recalculation of \phi if packages other than Optim and NLsolve want to use these functions. We can still call value_gradient! outside, as we're checking if it's the same point anyway.
    ... more?
@pkofod pkofod changed the title Don't use factors for alphas, values and slopes Don't use vectors for alphas, values and slopes Mar 4, 2018
@pkofod pkofod changed the title Don't use vectors for alphas, values and slopes TODO: New LineSearches Mar 5, 2018
@anriseth
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anriseth commented Apr 5, 2018

  • Add dphi_0_previous as an update-able value in InitialConstantChange, so that we can remove it from state in Optim.

EDIT: fixed in #112

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