Optimization: principles and algorithms, by Michel Bierlaire
chap13 Directory Reference

Files

file  bfgs.m [code]
 Algorithm 13.1: BFGS method with line search.
 
file  ex0508.m [code]
 $f(x_1,x_2)=\frac{1}{2} x_1^2 + x_1 \cos(x_2)$
 
file  run0508bfgs.m [code]
 Runs example 5.8 with BFGS method with linesearch (Tables 13.1 and 13.2)
 
file  run0508sr1.m [code]
 Runs example 5.8 with SR1 method with trust region (Tables 13.3 et 13.4)
 
file  runRosenbrockBfgs.m [code]
 Runs BFGS with line search (Algorithm 13.1) [bfgs] on the Rosenbrock problem.
 
file  runRosenbrockSr1.m [code]
 Runs Trust region method with symmetric rank one (Algorithm 13.2) [newtonTrustRegion] on the Rosenbrock problem.
 
file  symmetricRankOne.m [code]
 Algorithm 13.2: SR1 method with trust region region.
 
Copyright 2015-2016 Michel Bierlaire