_alpha</code> argument specifies the first step size to try on the initial iteration. If the first iteration takes a long time (and requires a lot of function evaluations), set <code>init_alpha</code> to be the roughly equal to the alpha used in that first iteration. The default value is very small, which is reasonable for many problems but might be too large or too small depending on the objective function and initialization. Being too big or too small just means that the first iteration will take longer (