Hook - Jeeves method - Multidimensional Optimization

hj.m

% Moved from http://pastebin.com/YD8FGFL8
function t = hj(f, x0, step, e)
    d = eye(length(x0));
    t = x0;
    xb = x0;
    
    while step > e
        % Pretrazivanje u okolini tacke
        for i = 1:length(d)
            t_p = t + step * d(i, :);
            t_m = t - step * d(i, :);

            if (f(t_p) < f(t))
                t = t_p;
            elseif (f(t_m) < f(t))
                t = t_m;
            end
        end
        
        % Skok
        tb = t + (t - xb);
        if f(tb) > f(t) 
            continue;
        end
        
        % Pretrazujemo u okolini skoka
        for i = 1:length(d)
            t_p = tb + step * d(i, :);
            t_m = tb - step * d(i, :);
            
            if (f(t_p) < f(xb))
                xb = t_p;
            elseif (f(t_m) < f(xb))
                xb = t_m;
            else
                step = step / 2;
            end
        end
    end
end