Implement the Armijo stepsize algorithm from the lecture using Matlab. For that purpose, write a function t = armijo(fhandle, x0, d, t0, alpha, beta) in a file armijo.m. The function returns the stepsize t that satisfies the Armijo condition. As input arguments the function accepts a function handle fhandle, initial point x0, descent direction d, initial stepsize t0 and parameters alpha and beta as given in the lecture.

Fachbereich Mathematik,Michael Junk, M Gubisch, Oliver Lass, R Mancini, S Trenz

mag(2012)

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