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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

displaymath361

where tex2html_wrap_inline363 represents the search direction dir and we write tex2html_wrap_inline365 for alpha. Clearly, this function is a minimum when the function

displaymath367

has the value zero.

One simple, but effective approach to finding a good estimate of the zero of tex2html_wrap_inline369 is to expand this function near tex2html_wrap_inline371 ,

displaymath373

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

displaymath377

where tex2html_wrap_inline379 is some small ``trial'' value for tex2html_wrap_inline365 .

Putting this all together gives the formula

  equation122



Tomas Arias
Sun Apr 15 22:02:59 EDT 2001