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From Bruce A Johnson <johns...@umbc.edu>
Subject [math] NonLinearConjugateGradientOptimizer line search
Date Wed, 26 Feb 2014 23:23:45 GMT
The NonLinearConjugateGradientOptimizer does a line search for a zero in the gradient (see
comment from source below), rather than a search for a minimum of the function (the latter
is what is used in Numerical Recipes and in the simple discussion on Wikipedia ( http://en.wikipedia.org/wiki/Nonlinear_conjugate_gradient_method).
 Is this wise?  It seems a clever idea, but  in a complicated surface with numerical errors
the zero in the gradient may not be at a function minimum and the algorithm could be a deoptimizer.
 I ask because (in a problem too complex too easily reproduce) I'm sometimes getting junk
as output of this routine.

Bruce

Comment for the LIneSearchFunction

350     * The function represented by this class is the dot product of
351     * the objective function gradient and the search direction. Its
352     * value is zero when the gradient is orthogonal to the search
353     * direction, i.e. when the objective function value is a local
354     * extremum along the search direction.
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