Optimization: principles and algorithms, by Michel Bierlaire
Functions
initLineSearch.m File Reference

Algorithm 11.2: Initialization of the exact line search. More...

Go to the source code of this file.

Functions

function initLineSearch (in obj, in delta)
 Calculate $a$, $b$ and $c$ such that $a < b < c$, $h(a) > h(b)$ and $h(c) > h(b)$. More...
 

Detailed Description

Algorithm 11.2: Initialization of the exact line search.

Implementation of algorithm 11.2 of [1]

Author
Michel Bierlaire
Date
Fri Mar 20 17:24:41 2015

Definition in file initLineSearch.m.

Function Documentation

function initLineSearch ( in  obj,
in  delta 
)

Calculate $a$, $b$ and $c$ such that $a < b < c$, $h(a) > h(b)$ and $h(c) > h(b)$.

Note
Called by quadraticInterpolation
Parameters
objthe name of the Octave function defining h(x)
deltavalue such that $h(\delta) < h(0)$.
Returns
[a,b,c]
Copyright 2015-2016 Michel Bierlaire