Initial commit of functions from github.com/btracey/optimize


On Oct 12, 2014, at 8:45 AM, Vladimír Chalupecký <notifications@github.com> wrote:

> In interfaces.go:
> 
> > +type LinesearchMethod interface {
> > +	// Init initializes the linesearch method with the given function value and
> > +	// projected gradient, and returns the first evaluation type.
> > +	Init(initF, initProjGrad, initStepSize float64, f *FunctionStats) EvaluationType
> > +
> > +	// Finished takes in the most recent function value and projected gradient, and
> > +	// returns true if the line search has been concluded.
> > +	Finished(f, projGrad float64) bool
> > +
> > +	// Iterate takes in the function value and projected gradient that resulted
> > +	// from evaluating the function at the previous step size, and returns the
> > +	// next step size and EvaluationType to evaluate.
> > +	Iterate(newF, newProjGrad float64) (newStepSize float64, e EvaluationType, err error)
> > +}
> > +
> > +// A NextDirectioner is an optimization method that uses a linesearch at each
> Is this a good description? NextDirectioner is not an optimization method by itself and does not involve a linesearch either.
> 
> 

You’re right, it’s not a good description. Care to propose an alternative?