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cg: modify search direction #41

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@tenomoto tenomoto commented Dec 1, 2021 •
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CG converges in two steps for Booth function with the modified search direction.

The pull request includes the followings:

  • use search direction updated by cg_update().
  • use the first step size scaled by gradient norm rather than 1.

Takeshi Enomoto and others added 2 commits November 20, 2021 14:23
cg: always start line search with unit step length
1c498e7
@tenomoto
cg.cpp: corrected step size and search direction for better convergence
efbbdbb 
* revert to the initial step size estimation for each iteration
* scale initial step size by gradient norm
* use search direction from cg_update
@tenomoto tenomoto changed the title cg: modifiysearch direction cg: modifiy search direction Dec 1, 2021
@tenomoto tenomoto changed the title cg: modifiy search direction cg: modify search direction Dec 1, 2021
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