MoreThuenteLineSearch Class

Use the MoreThuenteLineSearch class as a line search method in a multidimensional optimization algorithm. This class is not suitable for general optimization in one dimension.

The Moré-Thuente algorithm is the line search method of choice for most applications, particularly when the gradient of the objective function is relatively cheap. The algorithm uses a custom termination criterion based on the Wolfe conditions. These conditions guarantee convergence of quasi-Newton algorithms in most situations.

The algorithm uses the Wolfe conditions as termination criteria. The parameters of the Wolfe conditions can be set or retrieved through the DescentFactor and CurvatureFactor, respectively.

Conjugate gradient methods, including Powell's method, require fairly precise line searches. This means many function evaluations may be needed, which can get expensive when evaluating the gradient is expensive.