I am unable to write a code for INEXACT LINE SEARCH WITH WOLFE CONDITION. Please help
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function alpha = mb_nocLineSearch(f,gradF,x,dir,slope0,of)
c1 = 0.001;
% parameter for curvature condition
c2 = 0.1;
if c1 > c2
error('c1 > c2\n');
end
alphaMax = 100;
alpha = 1;
alpha_0 = 0;
alpha_1 = alpha;
of_x = of;
of_0 = of;
iter = 0;
while 1
xc = x+alpha_1*dir;
of = f(xc);
slopec = gradF(xc)'*dir;
% check if current iterate violates sufficient decrease
if (of > of_0 + slope0*c1*alpha_1) || ((of >= of_x ) && (iter > 0))
% there has to be an acceptable point between alpha_0 and alpha_1
% (because c1 > c2)
alpha = nocZoom(f,gradF,x,dir,slope0, alpha_0, alpha_1,of_0,of_x ,c1,c2);
break;
end
% current iterate has sufficient decrease, but are we too close?
if(abs(slopec) <= -c2*slope0)
% strong wolfe fullfilled, quit
alpha = alpha_1;
break;
end
% are we behind the minimum?
if (slopec >= 0)
% there has to be an acceptable point between alpha_0 and alpha_1
alpha = nocZoom(f,gradF,x,dir,slope0,alpha_1 , alpha_0,of_0, of,c1,c2);
break;
end
alpha_0 = alpha_1;
alpha_1 = min(alphaMax, alpha_1*3);
of_x = of;
iter = iter + 1;
end
end
function alpha = nocZoom(f,gradF,x,dir,slope0,alphaLo,alphaHi,of_0,ofLo,c1,c2)
% this function is only called by mb_nocLineSearch - everything else does
% not make sense!
while 1
alpha = (alphaLo+alphaHi)/2;
xc = x + alpha*dir;
of = f(xc);
if of > of_0 + c1*alpha*slope0 || of >= ofLo
% if we do not observe sufficient decrease in point alpha, we set
% the maximum of the feasible interval to alpha
alphaHi = alpha;
else
slopec = gradF(xc)'*dir;
% strong wolfe fullfilled?
if abs(slopec) <= -c2*slope0
return;
end
if slopec*(alphaHi-alphaLo) >= 0 % if slope positive and alphaHi > alphaLo
alphaHi = alphaLo;
alphaLo = alpha;
ofLo = of;
end
end
end
end
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