Trouble implementing a line-search algorithm

Question

I am trying to implement a simple line-search algorithm in Julia. I am new to Julia programming, so I am learning it on the go. I'd like to ask for some help, if possible, to correct an error while running the code.

Source code.

using LinearAlgebra

function bracket_minimum(f, x = 0, s = 1e-2, k = 2.0)
    a, fa = x, f(x)
    b, fb = x + s, f(x + s)

    if(fb > fa)
        a, b = b, a
        fa, fb = fb, fa
        s = -s
    end

    while(true)
        c, fc = b + s, f(b + s)
        if(fb < fc)
            return a < c ? (a, c) : (c, a)
        else
            a, fa, b, fb = b, fb, c, fc
            s *= k
        end
    end
end

function bisection(f, a₀, b₀, ϵ)

    function D(f,a)
        # Approximate the first derivative using central differences
        h = 0.001
        return (f(a + h) - f(a - h))/(2 * h)
    end

    a = a₀
    b = b₀

    while((b - a) > ϵ)
        c = (a + b)/2.0

        if D(f,c) > 0
            b = c
        else
            a = c
        end
    end

    return (a,b)
end

function line_search(f::Function, x::Vector{Float64}, d::Vector{Float64})
    println("Hello")
    objective = α -> f(x + α*d)
    a, b = bracket_minimum(objective)
    α = bisection(objective, a, b, 1e-5)
    return α, x + α*d
end

f(x) = sin(x[1] * x[2]) + exp(x[2] + x[3]) - x[3]

x = [1,2,3]
d = [0, -1, -1]
α, x_min = line_search(f, x, d)

I am getting a Linear algebraic error, so I think I must not be passing vectors correctly or perhaps I am not doing scalar-vector multiplication correctly. But, I was having a hard-time figuring out. If I step through the code, it fails on the function call line_search(f,x,d) and does even enter inside the function body.

Error description.

ERROR: MethodError: no method matching *(::Tuple{Float64,Float64}, ::Array{Int64,1})
Closest candidates are:
  *(::Any, ::Any, ::Any, ::Any...) at operators.jl:538
  *(::Adjoint{var"#s828",var"#s8281"} where var"#s8281"<:(AbstractArray{T,1} where T) where var"#s828"<:Number, ::AbstractArray{var"#s827",1} where var"#s827"<:Number) at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.5\LinearAlgebra\src\adjtrans.jl:283
  *(::Transpose{T,var"#s828"} where var"#s828"<:(AbstractArray{T,1} where T), ::AbstractArray{T,1}) where T<:Real at C:\buildbot\worker\package_win64\build\usr\share\julia\stdlib\v1.5\LinearAlgebra\src\adjtrans.jl:284

Answer 1

Your bisection code is returning a tuple of [a,b] but in your main function you are only retrieving a, which should be causing the type error.

There's also another bug in your bracket_minimum function - it can potentially get stuck in an infinite loop if your return condition is never satisfied. Ideally you want to have max iterations and return no solution found if you hit that max.