Optimization: principles and algorithms, by Michel Bierlaire

Algorithm 13.1: BFGS method with line search. More...
Go to the source code of this file.
Functions  
function  bfgs (in obj, in x0, in eps, in maxiter) 
Applies BFGS algorithm with line search to solve where . More...  
Algorithm 13.1: BFGS method with line search.
Implementation of algorithm 13.1 of [1]
Definition in file bfgs.m.
function bfgs  (  in  obj, 
in  x0,  
in  eps,  
in  maxiter  
) 
Applies BFGS algorithm with line search to solve where .
obj  the name of the Octave function defining f(x) and its derivatives 
x0  the starting point 
eps  algorithm stops if . 
maxiter  maximum number of iterations (Default: 100) 