Exercise · ZW-LINE-SEARCH-002 · ★☆☆ Basic

What is the name of the method that reduces \(\alpha\) by multiplying it by \(\rho\) until the condition holds?

Choose one option.

Show answer
  • A. Backtracking

Explanation

Backtracking starts with a large step and shrinks it geometrically. The other options describe different methods, such as ascending the gradient or using second derivatives.

Study Continuous optimization in ZWMath →

Review the concept: Line search

Line search is a procedure that chooses the step size \(\alpha\) along a descent direction \(p_k\) to reduce the value of the objective function.

\[f(x_k+\alpha p_k)\le f(x_k)+c_1\alpha\nabla f(x_k)^\top p_k\]

More practice problems: line search

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