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Line search: One-dimensional line search, Multi-dimensional line search & Overcoming local minima
In optimization, line search is a basic iterative approach to find a local minimum x ∗ {\displaystyle \mathbf {x} ^{*}} of an objective function f : R n → R {\displaystyle f:\mathbb {R} ^{n}\to \mathbb {R} } . It first finds a descent direction along which the objective function f {\displaystyle f} will be reduced, and then computes a step size that…
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