Line-Searches

Abstract

In this chapter, considering the problem of computing the direction as solved (but do not forget that we have seen bad directions only, better ones will be studied in the next chapters), we focus on the computation of the stepsize. Here appear the most serious practical difficulties, while directions are generally easy to compute, once the theory is well-mastered. A firm experience is required to write a good computer code for line-searches, which are unique to optimization, and fairly important as they guarantee stability: remember Remark 1.4.