gonum / optimize

Packages for solving minimization problems [DEPRECATED]

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Linesearch with GradientDescent+Backtracking does not terminate under certain circumstances

vladimir-ch opened this issue · comments

Due to floating-point arithmetic, when getting close to a minimum of some functions, Backtracking eventually generates a step for which xNext == ls.initX in Linesearch. In such situation, Armijo condition holds, the step is accepted, MajorIteration is signalled, next descent direction (identical to the previous one) is generated and the process repeats leading to an infinite loop.