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splitFeas (version 0.1.0)

backtrack: Backtracking Line Search

Description

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

Usage

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