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ELS is an Matlab implementation of a very efficient and robust line search that finds along each ray x+alp*p with g(x)^Tp<0 (where g(x) denotes the gradient of the objective function f(x)) a step size alp>0 such that

f(x+alp*p) <= f(x) - delta (g(x)^Tp/||p||)^2

with a positive constant delta depending only on f.

GLS is a Matlab program for univariate local or global optimization using function values only, implemented as optimization in R^n along a ray x+alp*p (alp>=0). It locates a minimizer along the ray quite accurately. (As for all methods that use no global or semilocal information, the global optimum may be missed for difficult functions.)

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