Optimization: principles and algorithms, by Michel Bierlaire
chap12 Directory Reference

Files

file  dogleg.m [code]
 Algorithm 12.2: Dogleg method to find an approximation of the trust region subproblem.
 
file  ex0508.m [code]
 $f(x_1,x_2)=\frac{1}{2} x_1^2 + x_1 \cos(x_2)$
 
file  ex1101.m [code]
 $f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$
 
file  exRosenbrock.m [code]
 Rosenbrock function in $n$ dimensions.
 
file  intersectionTrustRegion.m [code]
 Algorithm 12.1: Calculation of the intersection with the trust region.
 
file  newtonTrustRegion.m [code]
 Algorithm 12.4: Newton's method with trust region.
 
file  run0508tr.m [code]
 Runs example 5.8 with Newton's method with trust region (Tables 12.1, 12.2, 12.3)
 
file  run1203dogleg.m [code]
 Runs example 12.3 for the dogleg method.
 
file  run1203tcg.m [code]
 Runs example 12.3 for the truncated conjugate gradients method.
 
file  runIntersectionTrustRegion.m [code]
 Run to illustrate algorithm 12.1.
 
file  runRosenbrockTrustRegion.m [code]
 Runs Trust region method with line search (Algorithm 12.4) [newtonTrustRegion] on the Rosenbrock problem.
 
file  truncatedConjugateGradient.m [code]
 Algorithm 12.3: Truncated conjugate gradients method to find an approximation of the trust region subproblem.
 
Copyright 2015-2016 Michel Bierlaire