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lbfgs.c  view on Meta::CPAN

	lbfgsfloatval_t *dy,
	lbfgsfloatval_t *t,
	lbfgsfloatval_t *ft,
	lbfgsfloatval_t *dt,
	const lbfgsfloatval_t tmin,
	const lbfgsfloatval_t tmax,
	int *brackt
	)
{
	int bound;
	int dsign = fsigndiff(dt, dx);
	lbfgsfloatval_t mc;	/* minimizer of an interpolated cubic. */
	lbfgsfloatval_t mq;	/* minimizer of an interpolated quadratic. */
	lbfgsfloatval_t newt;	/* new trial value. */
	USES_MINIMIZER;		/* for CUBIC_MINIMIZER and QUARD_MINIMIZER. */

	/* Check the input parameters for errors. */
	if (*brackt) {
		if (*t <= min2(*x, *y) || max2(*x, *y) <= *t) {
			/* The trival value t is out of the interval. */
			return LBFGSERR_OUTOFINTERVAL;

lbfgs.c  view on Meta::CPAN

		 */
		*brackt = 1;
		bound = 1;
		CUBIC_MINIMIZER(mc, *x, *fx, *dx, *t, *ft, *dt);
		QUARD_MINIMIZER(mq, *x, *fx, *dx, *t, *ft);
		if (fabs(mc - *x) < fabs(mq - *x)) {
			newt = mc;
		} else {
			newt = mc + 0.5 * (mq - mc);
		}
	} else if (dsign) {
		/*
			Case 2: a lower function value and derivatives of
			opposite sign. The minimum is brackt. If the cubic
			minimizer is closer to x than the quadratic (secant) one,
			the cubic one is taken, else the quadratic one is taken.
		 */
		*brackt = 1;
		bound = 0;
		CUBIC_MINIMIZER(mc, *x, *fx, *dx, *t, *ft, *dt);
		QUARD_MINIMIZER2(mq, *x, *dx, *t, *dt);

lbfgs.c  view on Meta::CPAN

		- Case c: if f(t) <= f(x) && f'(t)*f'(x) < 0, 
			x <- t, y <- x.
	 */
	if (*fx < *ft) {
		/* Case a */
		*y = *t;
		*fy = *ft;
		*dy = *dt;
	} else {
		/* Case c */
		if (dsign) {
			*y = *x;
			*fy = *fx;
			*dy = *dx;
		}
		/* Cases b and c */
		*x = *t;
		*fx = *ft;
		*dx = *dt;
	}