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Reorganize & enhance linesearch algorithms #7

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3 of 5 tasks
ManifoldFR opened this issue Aug 23, 2022 · 1 comment
Open
3 of 5 tasks

Reorganize & enhance linesearch algorithms #7

ManifoldFR opened this issue Aug 23, 2022 · 1 comment
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ManifoldFR commented Aug 23, 2022 •
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For more robustness we need a better linesearch procedure:

  • Refactor linesearch into own struct/algo that can be switched out
  • Implement: cubic interpolation (see minpack's linesearches) -- done in edaebfbb and 26699fb
  • Merge both Armijo backtracking (simple & interpolation) into single class
  • Bracketing Wolfe search w/ support function derivative evaluation
  • Linesearch diagnostic tools: plot interpolating polynomials in DEBUG mode

We can take inspiration from the implementations in Google Ceres: https://github.com/ceres-solver/ceres-solver/blob/master/internal/ceres/line_search.cc
@ManifoldFR ManifoldFR changed the title Better linesearch algorithms Reorganize & enhance linesearch algorithms Aug 24, 2022
@ManifoldFR ManifoldFR mentioned this issue Aug 24, 2022
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@ManifoldFR ManifoldFR self-assigned this Aug 24, 2022
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Point 3 addressed by 5720051

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