scipy.optimize._dcsrch:dcstep

Extended Summary

This subroutine computes a safeguarded step for a search procedure and updates an interval that contains a step that satisfies a sufficient decrease and a curvature condition.

The parameter stx contains the step with the least function value. If brackt is set to .true. then a minimizer has been bracketed in an interval with endpoints stx and sty. The parameter stp contains the current step. The subroutine assumes that if brackt is set to .true. then

min(stx,sty) < stp < max(stx,sty),

and that the derivative at stx is negative in the direction of the step.

The subroutine statement is

subroutine dcstep(stx,fx,dx,sty,fy,dy,stp,fp,dp,brackt,

stpmin,stpmax)

where

stx is a double precision variable.

On entry stx is the best step obtained so far and is an

endpoint of the interval that contains the minimizer.

On exit stx is the updated best step. fx is a double precision variable. On entry fx is the function at stx. On exit fx is the function at stx. dx is a double precision variable. On entry dx is the derivative of the function at

stx. The derivative must be negative in the direction of the step, that is, dx and stp - stx must have opposite signs.

On exit dx is the derivative of the function at stx. sty is a double precision variable. On entry sty is the second endpoint of the interval that

contains the minimizer.

On exit sty is the updated endpoint of the interval that

contains the minimizer.

fy is a double precision variable.

On entry fy is the function at sty. On exit fy is the function at sty.

dy is a double precision variable.

On entry dy is the derivative of the function at sty. On exit dy is the derivative of the function at the exit sty.

stp is a double precision variable.

On entry stp is the current step. If brackt is set to .true.

then on input stp must be between stx and sty.

On exit stp is a new trial step. fp is a double precision variable. On entry fp is the function at stp On exit fp is unchanged. dp is a double precision variable. On entry dp is the derivative of the function at stp. On exit dp is unchanged. brackt is a logical variable. On entry brackt specifies if a minimizer has been bracketed.

Initially brackt must be set to .false.

On exit brackt specifies if a minimizer has been bracketed.

When a minimizer is bracketed brackt is set to .true.

stpmin is a double precision variable.

On entry stpmin is a lower bound for the step. On exit stpmin is unchanged.

stpmax is a double precision variable.

On entry stpmax is an upper bound for the step. On exit stpmax is unchanged.

MINPACK-1 Project. June 1983 Argonne National Laboratory. Jorge J. More' and David J. Thuente.

MINPACK-2 Project. November 1993. Argonne National Laboratory and University of Minnesota. Brett M. Averick and Jorge J. More'.