RFC: Implement cubic backtracking #20
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@cortner FYI, your |
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I know that a lot of texts recommend c1 = 1e-4, but it have never encountered a case in practise where this is a good choice. I have always found that values between 0.1 and0.25 are best when you use quadratic or cubic interpolation. |
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I've updated the backtracking algorithm to use either quadratic or cubic interpolation as described in Nocedal and Wright. Parameters are taken from there and from "Numerical Methods for Unconstrained Optimization and Nonlinear Equations" by Dennis and Schnabel, page 325.
This might break people's code, as I've updated the parameter list list for the algorithm (sorting out #9 will make changes like this much smoother)
Closes #13