zoom: Zoom in on step size given interval where Wolfe conditions...

In r-glennie/fmin: Minimize a multivariate function

Description

Zoom in on step size given interval where Wolfe conditions can be satisfied

Usage

zoom(
  alpha,
  theta,
  f,
  gfn,
  der,
  fval,
  fvals,
  gval,
  newton_step,
  maxsubsteps,
  ...
)

Arguments

alpha	vector of 2 step sizes, boundary of interval
theta	current parameter values
f	objective function
gfn	gradient function
der	direction derivative of f in Newton direction
fval	current function value
fvals	function values at boundary step sizes
newton_step	full Newton step direction
maxsubsteps	maximum number of substeps allowed
...	other arguments to f

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