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LineSearches.jl

A line search toolbox written in Julia.

Introduction

LineSearches provides a collection of line search routines for optimization and nonlinear solvers. The package can be used on its own, but it also provides extra supporting functionality for Optim.jl and NLsolve.jl.

Available line search algorithms

Available initial step length procedures

The package provides some procedures to calculate the initial step length that is passed to the line search algorithm, currently specialized to be used with Optim and NLsolve.

Installation

To install, simply run the following in the Julia REPL:

Pkg.add("LineSearches")

and then run

using LineSearches

to load the package.

References