Added a max iterations parameter to the line_search() function.

--HG--
extra : convert_revision : svn%3Afdd8eb12-d10e-0410-9acb-85c331704f74/trunk%403771

dlib/optimization/optimization.h

@@ -170,7 +170,8 @@ namespace dlib
                         f_value,
                         make_line_search_function(der,x,s, g),
                         dot(g,s), // compute initial gradient for the line search
-                        search_strategy.get_wolfe_rho(), search_strategy.get_wolfe_sigma(), min_f);
+                        search_strategy.get_wolfe_rho(), search_strategy.get_wolfe_sigma(), min_f,
+                        search_strategy.get_max_line_search_iterations());
 
             // Take the search step indicated by the above line search
             x += alpha*s;
@@ -230,7 +231,9 @@ namespace dlib
                         f_value,
                         negate_function(make_line_search_function(der,x,s, g)),
                         dot(g,s), // compute initial gradient for the line search
-                        search_strategy.get_wolfe_rho(), search_strategy.get_wolfe_sigma(), -max_f);
+                        search_strategy.get_wolfe_rho(), search_strategy.get_wolfe_sigma(), -max_f,
+                        search_strategy.get_max_line_search_iterations()
+                        );
 
             // Take the search step indicated by the above line search
             x += alpha*s;
@@ -292,7 +295,9 @@ namespace dlib
                         derivative(make_line_search_function(f,x,s),derivative_eps),
                         dot(g,s),  // Sometimes the following line is a better way of determining the initial gradient. 
                         //derivative(make_line_search_function(f,x,s),derivative_eps)(0),
-                        search_strategy.get_wolfe_rho(), search_strategy.get_wolfe_sigma(), min_f);
+                        search_strategy.get_wolfe_rho(), search_strategy.get_wolfe_sigma(), min_f,
+                        search_strategy.get_max_line_search_iterations()
+                        );
 
             // Take the search step indicated by the above line search
             x += alpha*s;

dlib/optimization/optimization_line_search.h

@@ -247,7 +247,8 @@ namespace dlib
         const double d0,
         double rho, 
         double sigma, 
-        double min_f
+        double min_f,
+        unsigned long max_iter 
     )
     {
         // You get an error on this line when you pass in a global function to this function.
@@ -259,11 +260,12 @@ namespace dlib
         COMPILE_TIME_ASSERT(is_function<funct_der>::value == false);
 
         DLIB_ASSERT (
-            0 < rho && rho < sigma && sigma < 1,
+            0 < rho && rho < sigma && sigma < 1 && max_iter > 0,
             "\tdouble line_search()"
             << "\n\tYou have given invalid arguments to this function"
-            << "\n\tsigma: " << sigma
-            << "\n\trho:   " << rho 
+            << "\n\t sigma:    " << sigma
+            << "\n\t rho:      " << rho 
+            << "\n\t max_iter: " << max_iter 
         );
 
         // The bracketing phase of this function is implemented according to block 2.6.2 from
@@ -311,9 +313,11 @@ namespace dlib
         // This thresh value represents the Wolfe curvature condition
         const double thresh = std::abs(sigma*d0);
 
+        unsigned long itr = 0;
         // do the bracketing stage to find the bracket range [a,b]
         while (true)
         {
+            ++itr;
             const double val = f(alpha);
             const double val_der = der(alpha);
 
@@ -338,7 +342,7 @@ namespace dlib
                 return alpha;
 
             // if we are stuck not making progress then quit with the current alpha
-            if (last_alpha == alpha)
+            if (last_alpha == alpha || itr >= max_iter)
                 return alpha;
 
             if (val_der >= 0)
@@ -391,6 +395,7 @@ namespace dlib
         // Now do the sectioning phase from 2.6.4
         while (true)
         {
+            ++itr;
             double first = a + tau2*(b-a);
             double last = b - tau3*(b-a);
 
@@ -402,8 +407,8 @@ namespace dlib
             const double val_der = der(alpha);
 
             // we are done with the line search since we found a value smaller
-            // than the minimum f value
-            if (val <= min_f)
+            // than the minimum f value or we ran out of iterations.
+            if (val <= min_f || itr >= max_iter)
                 return alpha;
 
             // stop if the interval gets so small that it isn't shrinking any more due to rounding error 

dlib/optimization/optimization_line_search_abstract.h

@@ -137,7 +137,8 @@ namespace dlib
         const double d0,
         double rho, 
         double sigma, 
-        double min_f
+        double min_f,
+        unsigned long max_iter
     )
     /*!
         requires
@@ -147,11 +148,14 @@ namespace dlib
             - der is the derivative of f
             - f0 == f(0)
             - d0 == der(0)
+            - max_iter > 0
         ensures
             - Performs a line search and uses the strong Wolfe conditions to decide when
               the search can stop.  
                 - rho == the parameter of the Wolfe sufficient decrease condition
                 - sigma == the parameter of the Wolfe curvature condition
+                - max_iter == the maximum number of iterations allowable.  After this
+                  many evaluations of f() line_search() is guaranteed to terminate.
             - returns a value alpha such that f(alpha) is significantly closer to 
               the minimum of f than f(0).
             - It is assumed that the minimum possible value of f(x) is min_f.  So if
@@ -210,7 +214,7 @@ namespace dlib
         throws
             - optimize_single_variable_failure 
                 This exception is thrown if max_iter iterations are performed without 
-                determining the min point to the requsted accuracy of eps.
+                determining the min point to the requested accuracy of eps.
     !*/
 
 // ----------------------------------------------------------------------------------------
@@ -245,7 +249,7 @@ namespace dlib
         throws
             - optimize_single_variable_failure 
                 This exception is thrown if max_iter iterations are performed without 
-                determining the max point to the requsted accuracy of eps.
+                determining the max point to the requested accuracy of eps.
     !*/
 
 // ----------------------------------------------------------------------------------------

dlib/optimization/optimization_search_strategies.h

@@ -26,6 +26,9 @@ namespace dlib
         double get_wolfe_sigma (
         ) const { return 0.01; }
 
+        unsigned long get_max_line_search_iterations (
+        ) const { return 100; }
+
         template <typename T>
         const matrix<double,0,1>& get_next_direction (
             const T& ,
@@ -78,6 +81,9 @@ namespace dlib
         double get_wolfe_sigma (
         ) const { return 0.9; }
 
+        unsigned long get_max_line_search_iterations (
+        ) const { return 100; }
+
         template <typename T>
         const matrix<double,0,1>& get_next_direction (
             const T& x,
@@ -174,6 +180,9 @@ namespace dlib
         double get_wolfe_sigma (
         ) const { return 0.9; }
 
+        unsigned long get_max_line_search_iterations (
+        ) const { return 100; }
+
         template <typename T>
         const matrix<double,0,1>& get_next_direction (
             const T& x,

dlib/optimization/optimization_search_strategies_abstract.h

@@ -59,6 +59,14 @@ namespace dlib
                   this search strategy is used with the line_search() function.
         !*/
 
+        unsigned long get_max_line_search_iterations (
+        ) const; 
+        /*!
+            ensures
+                - returns the value of the max iterations parameter that should be used when 
+                  this search strategy is used with the line_search() function.
+        !*/
+
         template <typename T>
         const matrix<double,0,1>& get_next_direction (
             const T& x,
@@ -121,6 +129,14 @@ namespace dlib
                   this search strategy is used with the line_search() function.
         !*/
 
+        unsigned long get_max_line_search_iterations (
+        ) const; 
+        /*!
+            ensures
+                - returns the value of the max iterations parameter that should be used when 
+                  this search strategy is used with the line_search() function.
+        !*/
+
         template <typename T>
         const matrix<double,0,1>& get_next_direction (
             const T& x,
@@ -187,6 +203,14 @@ namespace dlib
                   this search strategy is used with the line_search() function.
         !*/
 
+        unsigned long get_max_line_search_iterations (
+        ) const; 
+        /*!
+            ensures
+                - returns the value of the max iterations parameter that should be used when 
+                  this search strategy is used with the line_search() function.
+        !*/
+
         template <typename T>
         const matrix<double,0,1>& get_next_direction (
             const T& x,