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Theory of line minimization

The best choice is to pick alpha to give the minimum possible energy along the search direction dir. Mathematically, we wish to minimize the function

displaymath351

where tex2html_wrap_inline353 represents the search direction dir and we write tex2html_wrap_inline355 for alpha. Clearly, this function is a minimum when the function

displaymath357

has the value zero.

One simple, but effective approach to finding a good estimate of the zero of tex2html_wrap_inline359 is to expand this function near tex2html_wrap_inline361 ,

displaymath363

and then to estimate E''(0) by a simple finite difference

displaymath367

where tex2html_wrap_inline369 is some small ``trial'' value for tex2html_wrap_inline355 .

Putting this all together gives the formula

  equation120



Tomas Arias
Thu May 4 11:24:22 EDT 2000