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10-725: Optimization Fall 2012 Lecture 5: Gradient Desent ...

5.1.3 Exact line search At each iteration, do the best e can along the direction of the gradient, t= argmin s 0 f(x srf(x)): Usually, it is not possible to do this minimization exactly. Approximations to exact line search are often not much more e cient than backtracking, and it’s not worth it.

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