backtrackr.m

various matlab programs to slove various problems

function [xnew]= backtrackr(sigma,rho,x,f,J,d)
alphak = 1; fk = eval(f); Jfk = eval (J);
xx = x; x = x + alphak * d; fk1 = eval (f);
while fk1 > fk + sigma * alphak * Jfk'*d
   alphak = alphak*rho;
   x = xx + alphak*d;
   fk1 = eval(f);
end
return