tree 4274df9f243c4ac719a42b4405b635a8f5c32d41
parent 8202edcbb4d5bf77dd5484fd05f6442b34ec3d70
author Alex Stewart <alexs.mac@gmail.com> 1523035391 +0100
committer Alex Stewart <alexs.mac@gmail.com> 1523041058 +0100

Fix lower-bound on result of minimising step-size polynomial.

- Previously we were requesting a step-size which minimised the
  polynomial in: [previous.x, current.x * factor].
- This is incorrect c/f Nocedal & Wright p60, the bounds for the
  minimising step-size should be: [current.x, current.x * factor].
- However, Nocedal & Wright's bounds are insufficient when the function
  can return invalid values, which we support.
- In the case that f(current) is invalid, we need to contract the
  step-size to lie within: [previous.x, current.x) given that we know
  that previous.x is valid so a valid step must exist within that range.

Change-Id: I67b5aaa09cc6d54cf5f264e2cf894ddc2af3f3ad