sectioning.m

Refines a previously found step bracket by repeated cubic interpolation until a step satisfying Wolfe tests is found or the bracket collapses below numerical accuracy.

Syntax

      [alpha,fx_1,gfx_1,exitflag,data]=...
            sectioning(cost_function,A,B,x_0,fx_0,gfx_0,...
                       dir,data,spin_system)

Parameters

       cost_function     - objective function handle
       a                 - lower bracket structure with
                           fields alpha, fx, and gfx
       b                 - upper bracket structure with
                           fields alpha, fx, and gfx
       x_0               - current optimisation vector
       fx_0              - objective value at x_0
       gfx_0             - gradient at x_0
       dir               - search direction vector
       data              - optimisation workspace structure
       spin_system       - Spinach data structure with
                           sectioning settings
    Returns:
       alpha             - accepted step length
       fx_1              - objective value at alpha
       gfx_1             - gradient at alpha
       exitflag          - 0 on success, -2 on failure
       data              - updated optimisation workspace

Outputs

    this function produces output as described in source code

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

bracketing.m, alpha_conds.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