backtrack: Backtracking Line Search

Description Usage Arguments

Description

Given a descent direction backtrack computes a step size that ensures sufficient decrease in an objective.

Usage

1
backtrack(x, dx, f, df, alpha = 0.01, beta = 0.8)

Arguments

x

Current iterate

dx

Descent direction

f

objective function

df

gradient of objective function

alpha

sufficient decrease parameter

beta

sufficient decrease parameter


splitFeas documentation built on May 2, 2019, 2:52 p.m.