lineSearch.m File Reference

Algorithm 11.5: Line search algorithm. More...

Go to the source code of this file.

Functions
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. More...

Detailed Description

Algorithm 11.5: Line search algorithm.

Implementation of algorithm 11.5 of [1]

Author

Michel Bierlaire

Date

Fri Mar 20 17:42:10 2015

Definition in file lineSearch.m.

Function Documentation

lineSearch()

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.

Note

Tested with runInexactLineSearch.m

Called by steepestDescent

Called by newtonLineSearch

Parameters

obj	objective function .
x	current iterate
d	direction for the line search
alpha0	initial step
beta1	parameter for the first Wolfe condition (strictly between 0 and 1. Suggested value: 1.0e-4)
beta2	parameter for the second Wolfe condition (strictly between beta1 and 1. Suggested value: 0.99)
lambda	expansion factor for short steps
printlevel	if different from 0, informations are printed at each iteration (Default: 0)

Returns

step alpha verifying the two Wolfe conditions