Automatic Differentiation
 
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stan::math::laplace_line_search_options Struct Reference

Detailed Description

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}
 

The documentation for this struct was generated from the following file: