Commit bec6d693 authored by Fabian Meyer's avatar Fabian Meyer
Browse files

Make barzilai initial step dependent on gradient

parent 1f101a5d

include/gdcpp.h

+2 −2
Original line number Original line Diff line number Diff line
@@ -298,7 +298,7 @@ namespace gdc 
        }

        }

    public:

    public:

        BarzilaiBorweinStep()

        BarzilaiBorweinStep()

            : BarzilaiBorweinStep(Method::Direct, 1e-8)

            : BarzilaiBorweinStep(Method::Direct, 1e-2)

        { }

        { }





        BarzilaiBorweinStep(const Method method, const Scalar constStep)

        BarzilaiBorweinStep(const Method method, const Scalar constStep)
@@ -326,7 +326,7 @@ namespace gdc 
            Scalar stepSize = 0;

            Scalar stepSize = 0;

            if(lastXval_.size() == 0)

            if(lastXval_.size() == 0)

            {

            {

                stepSize = constStep_;

                stepSize = gradient.norm() * constStep_;

            }

            }

            else

            else

            {

            {