Optimization: principles and algorithms, by Michel Bierlaire
runInexactLineSearch.m
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1 %> \file
2 %> Illustrates inexact line search with example 11.1 (table 11.6)
3 %>
4 %> \note Calls \ref lineSearch
5 %>
6 %> @ingroup Running
7 %> @ingroup chap11
8 %> @author <a href="http://people.epfl.ch/michel.bierlaire">Michel Bierlaire</a>
9 %> @date Fri Mar 20 17:47:16 2015
10 
11 x = [10.0 ; 1.0] ;
12 d = [-2.0/sqrt(5.0) ; 1.0/sqrt(5.0) ];
13 alpha0 = 1.0e-3 ;
14 beta1 = 0.3 ;
15 beta2 = 0.7 ;
16 lambda = 20 ;
17 alpha = lineSearch('ex1101',x,d,alpha0,beta1,beta2,lambda,1)
18 
function lineSearch(in obj, in x, in d, in alpha0, in beta1, in beta2, in lambda, in printlevel)
Applies the line search algorithm to find a step along a direction that verifies the Wolfe conditions...
Copyright 2015-2016 Michel Bierlaire