LevenbergMarquardtUseLineSearch Property |
Namespace: DHIMath.Numerics
The line search approach should usually only be used if it also decrease the number of function evaluations required for finding a solution. It can speed up the process when the steepest descent is dominent, and step size is very small.
When a search direction dx is found, the residual is calculated at x0, x1 = x0 + dx, x2 = x0 + 2*dx. Using a second order polynomial approximation through these, a guess on a new x with minimum residual is calculated.
It does generally not improve when UseLm is set, though it can improve the convergence for the pure Newton-Raphson method quite significantly.