% filename:    armijo.m
% author:      Pascal F. Heiter
% date:        16/05/2013
% last update: 15/10/2014
% description: calculate valid step size using Armijo's rule
% parameters:  f - function f
%              gradf - gradient of f
%              x - start point
%              d - search direction
%              s - initial step length
%              sigma - constant of Armijo rule
%              beta - constant of Armijo rule

function t = armijo(f,gradf,x,d,s,sigma,beta)

t = s;

while ( f(x+t*d) > (f(x) + sigma*t*gradf(x)'*d) )
    t = beta*t;
end