Description
I've encountered a weird issue with alpha value selection in Hager-Zhang. Let me illustrate. Here are the values computed during bracketing:
alphas = [0.0, 1.0, 0.5, 0.25, 0.11797881082031754, 0.05898940541015877, 0.029494702705079385, 0.014747351352539692, 0.007373675676269846]
values = [32867.0, 33089.907756650115, 33027.619212962294, 32749.607153359673, 33107.9648525175, 33056.34280854859, 32990.02494986772, 32936.18207166336, 32831.66557482673]
slopes = [-171068.0, -29730.999177119797, -74242.25565689849, 191429.29678267744, -7900.963612183026, -51707.79133751766, -103642.35349017732, -139136.2036028941, 182648.13853509305]The search ends on this line
LineSearches.jl/src/hagerzhang.jl
Line 287 in ded667a
iA=1, ia=1, ib=4 and iB=9. Clearly, out of these four, iA is the worst choice (highest cost value) but nevertheless it's the value returned by the procedure. My function isn't particularly well-behaved but shouldn't the line search try a bit harder to pick the best value? I mean, it could just look at ib and iB instead of just returning iA in that line. What's worse here, the returned alpha is 0 which throws off the direction selection algorithm I'm using.