Optimization: principles and algorithms, by Michel Bierlaire
chap15 Directory Reference

Files

file  ex1101.m [code]
 $f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$
 
file  ex1503mcKinnon.m [code]
 $f(x)=\left\{ \begin{array}{ll} 360 x_1^2 + x_2 + x_2^2&\text{if } x_1 \leq 0 \\ 6x_1^2 + x_2 + x_2^2 & \text{if } x_1 \geq 0. \end{array}\right.$
 
file  nelderMead.m [code]
 Algorithm 15.1: Nelder-Mead algorithm.
 
file  run1502nelderMead.m [code]
 Runs example 15.2 illustrating the Nelder-Nead algorithm (Table 15.1)
 
file  run1503nelderMead.m [code]
 Runs example 15.3 illustrating the Nelder-Nead algorithm (Table 15.2)
 
file  run1503torczon.m [code]
 Runs example 15.3, the McKinnon example with Torczon's algorithm (Table 15.3)
 
file  torczon.m [code]
 Algorithm 15.2: Torczon algorithm.
 
Copyright 2015-2016 Michel Bierlaire