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TODO.md

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TODO List

The following is a list for future work.

Algorithms

  • Consider interpolations for making an educated guess about the step length in the Nocedal line search algorithm.
  • Improve safegaruds for the line search algorithms including devision by zeros, overflows or underflows.
  • Think about relative tolerance for convergence.

Code Structure

  • Improve the procedure for setting a line search algorithm associated with a direction algorithm.
  • Improve structure of LineSearch class by considering restriction of the objective function to a line as an input. This may require adding a new FunctionLineRestriction class. Also, the abstract LineSearch class should consider the bracketing and zooming phases as general templates for finding step lengths.
  • Improve coding style, including const variables of constructors, inline and const methods, namings, etc.
  • Improve Result class. Add setTitle method for the Result class.
  • Think about abstraction of convergence criteria.

Tests

  • Create tests using CTest for the library.
  • Use CUTE library test functions.

Visualization

  • Add plotting options for the sequence of iterates in 2D and 3D examples.