libraries for line search

[Dhananjay Phansalkar]

Hello guys,

          I am in need of bit sophisticated line search algorithm to dampen the newton method. I am looking for a library(new or already linked to deal.II) which can help me implement following algorithm (instead of writing from scratch).

Given f(a),f '(a),f(b),f '(b) and a,b, n :

          Generate interpolation function f(x) using  piecewise cubic Hermite interpolator for given interval [a,b] and sub-divisions n 

          Then find x* such that f ' = 0 and f '' >=0

Is it possible to do this using some libraries (may be already linked to deal.II) or I have to write it from scratch?

Thank you

Cheers

Dhananjay

[Jean-Paul Pelteret]

Dear Dhananjay,

We have a family of line search algorithms implemented in the LineMinimization namespace (https://github.com/dealii/dealii/blob/master/include/deal.II/optimization/line_minimization.h), but these are not currently shown in the documentation for some reason (see https://github.com/dealii/dealii/issues/8316). The SUNDIALS::KINSOL solver (https://dealii.org/current/doxygen/deal.II/classSUNDIALS_1_1KINSOL_1_1AdditionalData.html) also appears to have a line search option for its nonlinear solver, but I’m not familiar with SUNDIALS so I can’t comment further on this.

I hope that this helps.

Best,

Jean-Paul

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