How to give the initial guess step length for the line search
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I found that the initial guess step length for the line search in NLCG and L-BFGS is determined by

"old_old_fval = old_fval + np.linalg.norm(gfk) / 2", (line 1621 in https://github.com/scipy/scipy/blob/master/scipy/optimize/_optimize.py).

And the note is "Sets the initial step guess to dx ~ 1".

What's the principle behind it? Could you give me some guides?

Kingcraft answered 1/1, 2022 at 18:11 Comment(0)

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