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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

displaymath365

where tex2html_wrap_inline367 represents the search direction dir and we write tex2html_wrap_inline369 for alpha. Clearly, this function is a minimum when the function

displaymath371

has the value zero.

One simple, but effective approach to finding a good estimate of the zero of tex2html_wrap_inline373 is to expand this function near tex2html_wrap_inline375 ,

displaymath377

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

displaymath381

where tex2html_wrap_inline383 is some small ``trial'' value for tex2html_wrap_inline369 .

Putting this all together gives the formula

  equation122



Tomas Arias
Mon Apr 15 14:09:23 EDT 2002