Merge pull request #23 from anriseth/initialstep

Make initial step length a parameter for morethuente and strongwolfe

Author: anriseth

NEWS.md

@@ -1,4 +1,6 @@
 # LineSearches v0.1.3 release notes
+* Algorithms morethuente and strongwolfe now takes an initial step length as an input
+[#23](https://github.com/anriseth/LineSearches.jl/pull/23)
 * The backtracking algorithm now performs quadratic or cubic interpolations
 [#20](https://github.com/anriseth/LineSearches.jl/pull/20)
 

src/morethuente.jl

@@ -138,10 +138,9 @@ function morethuente!{T}(df,
                          new_x::Vector,
                          g::Vector,
                          lsr::LineSearchResults{T},
-                         c::Real,
+                         stp::Real,
                          mayterminate::Bool;
                          n::Integer = length(x),
-                         stp::Real = 1.0,
                          f_tol::Real = 1e-4,
                          gtol::Real = 0.9,
                          x_tol::Real = 1e-8,

src/strongwolfe.jl

@@ -11,7 +11,7 @@ function strongwolfe!{T}(df,
                          x_new::Vector,
                          gr_new::Vector,
                          lsr::LineSearchResults{T},
-                         c::Real,
+                         alpha0::Real,
                          mayterminate::Bool;
                          c1::Real = 1e-4,
                          c2::Real = 0.9,
@@ -25,7 +25,7 @@ function strongwolfe!{T}(df,
     # Step-sizes
     a_0 = 0.0
     a_iminus1 = a_0
-    a_i = 1.0
+    a_i = alpha0
     a_max = 65536.0
 
     # phi(alpha) = f(x + alpha * p)