[SciPy-dev] question about scipy.optimize.line_search

dmitrey openopt@ukr....
Thu Jun 28 03:06:00 CDT 2007


help(line_search) yields
--------------------------------------------------------------------
line_search(f, myfprime, xk, pk, gfk, old_fval, old_old_fval, args=(), 
c1=0.0001, c2=0.90000000000000002, amax=50)
    Find alpha that satisfies strong Wolfe conditions.
   
    Uses the line search algorithm to enforce strong Wolfe conditions
    Wright and Nocedal, 'Numerical Optimization', 1999, pg. 59-60
   
    For the zoom phase it uses an algorithm by
    Outputs: (alpha0, gc, fc)
--------------------------------------------------------------------
So I need to know what are other args, especially gfk (is it a gradient 
in point xk?), old_fval, old_old_fval (I guess I know what do c1 & c2 mean)

Thank you in advance, D.


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