Line Search Optimization With Python

The line search is an optimization algorithm that can be used for objective functions with one or more variables.

It provides a way to use a univariate optimization algorithm, like a bisection search on a multivariate objective function, by using the search to locate the optimal step size in each dimension from a known point to the optima.

In this tutorial, you will discover how to perform a line search optimization in Python.

After completing this tutorial, you will know:

  • Linear search is an optimization algorithm for univariate and multivariate optimization problems.
  • The SciPy library provides an API for performing a line search that requires that you know how to calculate the first derivative of your objective function.
  • How

     

     

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