/** line search */
private void backtrackingLineSearch() throws AssertionError {
double origDirDeriv = dirDeriv();
// if a non-descent direction is chosen, the line search will break anyway, so throw here
// The most likely reason for this is a bug in your function's gradient computation
try {
assert origDirDeriv < 0;
} catch (AssertionError ae) {
ae.printStackTrace();
stderr.println("!! L-BFGS chose a non-descent direction: check your gradient!");
// System.exit(1);
throw new AssertionError(ae.toString());
}
double alpha = 1.0;
double backoff = 0.5;
if (iter == 1) {
double normDir = Math.sqrt(ArrayUtils.dot(dir, dir));
alpha = (1 / normDir);
backoff = 0.1;
if (DEBUG || verbose) {
stderr.println("alpha:" + alpha);
stderr.println("normDir:" + normDir);
}
}
double oldValue = value;
boolean first = true;
while (true) {
getNextPoint(alpha);
value = evalL1();
if (DEBUG || verbose) {
stderr.println("alpha:" + alpha);
stderr.println("value:" + value);
stderr.println("oldValue:" + oldValue);
stderr.println("C1:" + C1);
stderr.println("origDirDeriv:" + origDirDeriv);
stderr.println("alpha:" + alpha);
assert !Double.isNaN(value);
assert !Double.isNaN(origDirDeriv);
}
if (!first && value <= (oldValue + C1 * origDirDeriv * alpha)) {
break;
}
first = false;
if (!quiet) {
stderr.print(".");
}
alpha *= backoff;
}
if (!quiet) {
stderr.println();
}
}
