function [alpha, funcN, exitflag]=lines(funct, rho, l, u, alpha_0, f, gd, x, d, varargin)
alpha = alpha_0;
funcN = 0;
i = 0; imax = 30;
while i <= imax
fn = feval(funct, x + alpha*d, varargin{:});
i = i + 1;
funcN = funcN +1;
if fn < f + alpha*rho*gd
exitflag = 0;
return;
else
alphan = -gd*alpha^2*0.5/(fn-f-alpha*gd);
alphan = max(l*alpha, alphan);
alpha = min(u*alpha, alphan);
end
end
exitflag = 0;
if i>= imax & fn >= f
exitflag = -1;
end
end
說明:
(1)參數推薦值:rho=0.01, l=0.15, u=0.85
(2)該程序被共軛梯度法調用
(3)imax=30這是一個允許線搜索子迭代的最大次數
(4)varargin是胞型數組,允許空或任意多輸入變量。(在約束優化問題可發揮可調輸入變量的好作用)