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Stan Math Library
5.2.0
Automatic Differentiation
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Options for Wolfe line search during optimization.
These parameters control the behavior of the line search, including the Wolfe condition thresholds, step size bounds, and numerical tolerances.
Definition at line 29 of file wolfe_line_search.hpp.
#include <wolfe_line_search.hpp>
Public Member Functions | |
| constexpr | laplace_line_search_options (int max_iter) |
| constexpr | laplace_line_search_options ()=default |
Public Attributes | |
| int | max_iterations {1000} |
| double | c1 {1e-4} |
| Armijo condition parameter (sufficient decrease). | |
| double | c2 {0.9} |
| Curvature condition parameter. | |
| double | tau {0.5} |
| Backtracking shrinkage factor. | |
| double | min_alpha {1e-8} |
| Minimum allowable step size. | |
| double | max_alpha {16.0} |
| Maximum allowable step size. | |
| double | scale_up {2.0} |
| Step size expansion factor. | |
| double | abs_grad_threshold {1e-12} |
| Absolute gradient tolerance. | |
| double | abs_obj_threshold {1e-12} |
| Absolute objective tolerance. | |
| double | rel_grad_threshold {1e-3} |
| double | rel_obj_threshold {1e-10} |