linesearch: Perform line search in direction of newton step

In r-glennie/fmin: Minimize a multivariate function

Description

Perform line search in direction of newton step

Usage

linesearch(
  theta,
  newton_step,
  fval,
  der,
  f,
  gfn,
  maxsubsteps,
  stepmax,
  funit,
  units,
  ...
)

Arguments

theta	current function values
newton_step	full newton step
fval	current function value
der	directional derivative of f in direction of newton_step
f	objective function
gfn	gradient function
maxsubsteps	maximum substeps to perform
stepmax	maximum step size allowed
...	other arguments to f

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