modifySearchDirection changes the search direction based on some sort of linesearch or trust-region criteria.
By default, an Armijo backtracking linesearch is preformed with the following parameters:
maxIterLS, the maximum number of linesearch iterations
LSreduction, the expected reduction expected, default: 1e-4
LSshorten, how much the step is reduced, default: 0.5
If the linesearch is completed, and a descent direction is found, passLS is returned as True.
Else, a modifySearchDirectionBreak call is preformed.
p (numpy.ndarray) – searchDirection
- Return type
(xt, passLS) numpy.ndarray, bool