bracketing.m

Expands a trial step into a bracket that contains an acceptable line search point, or accepts the step directly if the Wolfe tests are met before sectioning becomes necessary.

Syntax

       [A,B,alpha,fx,gfx,next_act,data]=...
                   bracketing(cost_function,alpha,dir,x_0,fx_0,...
                              gfx_0,data,spin_system)

Parameters

   cost_function     - objective function handle

   alpha             - initial trial step length

   dir               - search direction vector

   x_0               - current optimisation vector

   fx_0              - objective value at x_0

   gfx_0             - gradient at x_0

   data              - optimisation workspace structure

   spin_system       - Spinach data structure with
                       line search settings

Outputs

   A                 - lower bracket point structure

   B                 - upper bracket point structure

   alpha             - accepted step length when found

   fx                - objective value at accepted step

   gfx               - gradient at accepted step

   next_act          - continuation tag, either
                       'sectioning' or 'none'

   data              - updated optimisation workspace

Examples

See examples in the Spinach distribution relevant to this function.

Notes

This page was generated from the function header in the Spinach repository.

See also

alpha_conds.m, sectioning.m, cubic_interp.m, fmaxnewton.m, bfgs.m, bfgs_upd.m, hessreg.m, lbfgs.m, Optimal_control_module

Version 2.11, authors: David Goodwin, Ilya Kuprov