backtrack: Backtrack to find a new candidate step size

In r-glennie/fmin: Minimize a multivariate function

Description

See p58 of Nocedal and Wright (2006).

Usage

backtrack(alpha, fvals, gval, minstep = 0.1, ...)

Arguments

alpha	previous 2 step sizes
fvals	previous 2 functional values for alpha step sizes (or 1 if first substep)
minstep	minimum relative step size change
...	other arguments to f

Value

proposed step size

r-glennie/fmin documentation built on Dec. 22, 2021, 11:53 a.m.