Algorithm 11.3: Exact line search using quadratic interpolation. More...

Functions
function	quadraticInterpolation (in obj, in delta, in eps)
	Find a local minimum of the problem $\min_{x \geq 0} h(x)$ , where $h:\mathbb{R}\to\mathbb{R}$ . More...

Detailed Description

Algorithm 11.3: Exact line search using quadratic interpolation.

Implementation of algorithm 11.3 of [1]

Function Documentation

function quadraticInterpolation	(	in	obj,
		in	delta,
		in	eps
	)

Find a local minimum of the problem $\min_{x \geq 0} h(x)$ , where $h:\mathbb{R}\to\mathbb{R}$ .

Parameters

obj	the name of the Octave function defining h(x)
delta	the parameter to initialize the line search. Must be such that $h(\delta) < h(0)$ .
eps	tolerance.