From a1a6e679257012e5360a1e684077fb4b6f62ed83 Mon Sep 17 00:00:00 2001
From: Dave Marchant <dwfmarchant@gmail.com>
Date: Sun, 3 Nov 2013 10:36:22 -0800
Subject: [PATCH] Added max step size option to Optimize code.

---
 SimPEG/inverse/Optimize.py | 4 +++-
 1 file changed, 3 insertions(+), 1 deletion(-)

diff --git a/SimPEG/inverse/Optimize.py b/SimPEG/inverse/Optimize.py
index d75b64d7..01a6f453 100644
--- a/SimPEG/inverse/Optimize.py
+++ b/SimPEG/inverse/Optimize.py
@@ -18,6 +18,7 @@ class Minimize(object):
 
     maxIter = 20
     maxIterLS = 10
+    maxStep = np.inf    
     LSreduction = 1e-4
     LSshorten = 0.5
     tolF = 1e-1
@@ -55,7 +56,8 @@ class Minimize(object):
             self.printIter()
             if self.stoppingCriteria(): break
             p = self.findSearchDirection()
-            #TODO: Scale search direction
+            if self.maxStep < np.abs(p.max()):
+                p = self.maxStep*p/np.abs(p.max())
             pub.sendMessage('Minimize.searchDirection', minimize=self, p=p)
             xt, passLS = self.linesearch(p) ## TODO: should be called modifyStep to be inclusive of trust region stuff etc.
             pub.sendMessage('Minimize.linesearch', minimize=self, xt=xt)