Mixing
Why Should One Use Backtracking Line Search Method to Implement an Algorithm
$begingroup$
I am new to MATLAB and I am asked to implement on matlab the following algorithm:
Steepest descent
Newtont
Quasi-Newton (bfgs)
Gauss-Newton
using a line search method and the justify my decision.
I am using the backtracking line search cause I know that to use that I just need to saisfy one of the Wolfe conditions and to be honest also because it's the only method we studied so far, so I don't know how to justify properly my choice.
Could you please give me some more explenations?
What could I say more?
optimization algorithms matlab newton-raphson
edited May 31 '18 at 20:48
Royi
3,65512354
asked Oct 24 '15 at 8:42
user158013user158013
1147
$endgroup$
add a comment |
$begingroup$
I am new to MATLAB and I am asked to implement on matlab the following algorithm:
Steepest descent
Newtont
Quasi-Newton (bfgs)
Gauss-Newton
using a line search method and the justify my decision.
I am using the backtracking line search cause I know that to use that I just need to saisfy one of the Wolfe conditions and to be honest also because it's the only method we studied so far, so I don't know how to justify properly my choice.
Could you please give me some more explenations?
What could I say more?
optimization algorithms matlab newton-raphson
edited May 31 '18 at 20:48
Royi
3,65512354
asked Oct 24 '15 at 8:42
user158013user158013
1147
$endgroup$
$begingroup$
Your question is unclear. It appears you've named three algorithms, not one, and you seem most concerned about justifying a choice of line-search method. Have you read Backtracking line search and are you comfortable with the motivation provided there?
$endgroup$
– hardmath
Oct 24 '15 at 16:46
add a comment |
$begingroup$
I am new to MATLAB and I am asked to implement on matlab the following algorithm:
Steepest descent
Newtont
Quasi-Newton (bfgs)
Gauss-Newton
using a line search method and the justify my decision.
I am using the backtracking line search cause I know that to use that I just need to saisfy one of the Wolfe conditions and to be honest also because it's the only method we studied so far, so I don't know how to justify properly my choice.
Could you please give me some more explenations?
What could I say more?
optimization algorithms matlab newton-raphson
edited May 31 '18 at 20:48
Royi
3,65512354
asked Oct 24 '15 at 8:42
user158013user158013
1147
$endgroup$
I am new to MATLAB and I am asked to implement on matlab the following algorithm:
Steepest descent
Newtont
Quasi-Newton (bfgs)
Gauss-Newton
using a line search method and the justify my decision.
I am using the backtracking line search cause I know that to use that I just need to saisfy one of the Wolfe conditions and to be honest also because it's the only method we studied so far, so I don't know how to justify properly my choice.
Could you please give me some more explenations?
What could I say more?
optimization algorithms matlab newton-raphson
optimization algorithms matlab newton-raphson
edited May 31 '18 at 20:48
Royi
3,65512354
asked Oct 24 '15 at 8:42
user158013user158013
1147
edited May 31 '18 at 20:48
Royi
3,65512354
asked Oct 24 '15 at 8:42
user158013user158013
1147
edited May 31 '18 at 20:48
Royi
3,65512354
edited May 31 '18 at 20:48
Royi
3,65512354
edited May 31 '18 at 20:48
Royi
3,65512354
3,65512354
asked Oct 24 '15 at 8:42
user158013user158013
1147
asked Oct 24 '15 at 8:42
user158013user158013
1147
asked Oct 24 '15 at 8:42
user158013user158013
1147
1147
$begingroup$
Your question is unclear. It appears you've named three algorithms, not one, and you seem most concerned about justifying a choice of line-search method. Have you read Backtracking line search and are you comfortable with the motivation provided there?
$endgroup$
– hardmath
Oct 24 '15 at 16:46
add a comment |
$begingroup$
Your question is unclear. It appears you've named three algorithms, not one, and you seem most concerned about justifying a choice of line-search method. Have you read Backtracking line search and are you comfortable with the motivation provided there?
$endgroup$
– hardmath
Oct 24 '15 at 16:46
$begingroup$
Your question is unclear. It appears you've named three algorithms, not one, and you seem most concerned about justifying a choice of line-search method. Have you read Backtracking line search and are you comfortable with the motivation provided there?
$endgroup$
– hardmath
Oct 24 '15 at 16:46
$begingroup$
Your question is unclear. It appears you've named three algorithms, not one, and you seem most concerned about justifying a choice of line-search method. Have you read Backtracking line search and are you comfortable with the motivation provided there?
$endgroup$
– hardmath
Oct 24 '15 at 16:46
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
Using backtracking, assuming the direction selected is a descent direction, guarantees improvement in the minimization in each iteration.
In many cases it is sufficient, given enough steps, to get to local stationary point.
When not using Backtracking but, for example constant step size, one might diverge. Namely the step size should be set according to the surface being minimized and backtracking is one of the simplest way to do so.
answered Aug 5 '17 at 19:05
RoyiRoyi
3,65512354
$endgroup$
add a comment |
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f1495025%2fwhy-should-one-use-backtracking-line-search-method-to-implement-an-algorithm%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
Using backtracking, assuming the direction selected is a descent direction, guarantees improvement in the minimization in each iteration.
In many cases it is sufficient, given enough steps, to get to local stationary point.
When not using Backtracking but, for example constant step size, one might diverge. Namely the step size should be set according to the surface being minimized and backtracking is one of the simplest way to do so.
answered Aug 5 '17 at 19:05
RoyiRoyi
3,65512354
$endgroup$
add a comment |
$begingroup$
Using backtracking, assuming the direction selected is a descent direction, guarantees improvement in the minimization in each iteration.
In many cases it is sufficient, given enough steps, to get to local stationary point.
When not using Backtracking but, for example constant step size, one might diverge. Namely the step size should be set according to the surface being minimized and backtracking is one of the simplest way to do so.
answered Aug 5 '17 at 19:05
RoyiRoyi
3,65512354
$endgroup$
add a comment |
$begingroup$
Using backtracking, assuming the direction selected is a descent direction, guarantees improvement in the minimization in each iteration.
In many cases it is sufficient, given enough steps, to get to local stationary point.
When not using Backtracking but, for example constant step size, one might diverge. Namely the step size should be set according to the surface being minimized and backtracking is one of the simplest way to do so.
answered Aug 5 '17 at 19:05
RoyiRoyi
3,65512354
$endgroup$
Using backtracking, assuming the direction selected is a descent direction, guarantees improvement in the minimization in each iteration.
In many cases it is sufficient, given enough steps, to get to local stationary point.
When not using Backtracking but, for example constant step size, one might diverge. Namely the step size should be set according to the surface being minimized and backtracking is one of the simplest way to do so.
answered Aug 5 '17 at 19:05
RoyiRoyi
3,65512354
edited May 31 '18 at 20:50
answered Aug 5 '17 at 19:05
RoyiRoyi
3,65512354
answered Aug 5 '17 at 19:05
RoyiRoyi
3,65512354
answered Aug 5 '17 at 19:05
RoyiRoyi
3,65512354
3,65512354
add a comment |
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f1495025%2fwhy-should-one-use-backtracking-line-search-method-to-implement-an-algorithm%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
$begingroup$
Your question is unclear. It appears you've named three algorithms, not one, and you seem most concerned about justifying a choice of line-search method. Have you read Backtracking line search and are you comfortable with the motivation provided there?
$endgroup$
– hardmath
Oct 24 '15 at 16:46