Fix lower-bound on result of minimising step-size polynomial. - Previously we were requesting a step-size which minimised the polynomial in: [previous.x, current.x * factor]. - This is incorrect c/f Nocedal & Wright p60, the bounds for the minimising step-size should be: [current.x, current.x * factor]. - However, Nocedal & Wright's bounds are insufficient when the function can return invalid values, which we support. - In the case that f(current) is invalid, we need to contract the step-size to lie within: [previous.x, current.x) given that we know that previous.x is valid so a valid step must exist within that range. Change-Id: I67b5aaa09cc6d54cf5f264e2cf894ddc2af3f3ad
Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which has been used in production at Google since 2010. Ceres Solver can solve two kinds of problems.
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