在Backtracking Line Search中,搜索方向的求解是通过“回溯法”来实现的。回溯法的核心思想是从当前点出发,沿着一个搜索方向进行搜索,如果搜索得到的点满足一定的条件,就认为这个方向是可靠的,继续沿着这个方向搜索;否则,就回退到上一个点,尝试其他的搜索方向,直到找到可靠的搜索方向为止。因此,搜索方向的选择是一个循环的过程,需要用到循环语句和判断语句来实现。
下面是一个简单的Python代码示例,用于确定Backtracking Line Search中的搜索方向:
import numpy as np
def backtracking_line_search(f, xk, pk, alpha=0.5, beta=0.1):
"""
Backtracking Line Search
Parameters:
f: objective function
xk: current point
pk: search direction
alpha: the scale factor for backtracking (default: 0.5)
beta: the decay factor for backtracking (default: 0.1)
Returns:
alpha: step length
"""
# Evaluate the gradient at the current point xk
gradfk = np.gradient(f(xk))
# Set the initial step length
alpha = 1.0
# Set the initial condition for while loop
condition = False
# Iterate until the condition is satisfied
while not condition:
# Calculate the objective function at the new point
xnew = xk + alpha * pk
fk = f(xnew)
# Calculate the bound for Armijo condition
bound = f(xk) + alpha * beta * np.dot(gradfk, pk)
# Check the Armijo condition
if fk <= bound:
condition = True
else:
alpha *= alpha
return alpha
在这个代码示例中,我们使用了numpy库来进行矩阵运算