Optimization: principles and algorithms, by Michel Bierlaire
Files
Problems to solve

List of examples presented in the book [1]. More...

Files

file  ex0703.m
 $F(x)=x^2-2$
 
file  ex0704.m
 $F(x)=x - \sin(x)$
 
file  ex0705.m
 $F(x)=\arctan(x)$
 
file  ex0711.m
 $F(x)=((x_1+1)^2+ x_2^2 - 2, e^{x_1} + x_2^3 - 2)$
 
file  ex0712.m
 $F(x)=(x_1^3 - 3 x_1 x_2^2 -1, x_2^3 - 3x_1^2 x_2)$
 
file  ex0703.m
 $F(x)=x^2-2$
 
file  ex0711.m
 $F(x)=((x_1+1)^2+ x_2^2 - 2, e^{x_1} + x_2^3 - 2)$
 
file  ex0508.m
 $f(x_1,x_2)=\frac{1}{2} x_1^2 + x_1 \cos(x_2)$
 
file  ex0508gradient.m
 $F(x_1,x_2)=(x_1 + \cos(x_2) ; -x_1 \sin(x_2))$
 
file  ex0508.m
 $f(x_1,x_2)=\frac{1}{2} x_1^2 + x_1 \cos(x_2)$
 
file  ex1101.m
 $f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$
 
file  ex1103.m
 $h(x)=(2+x)\cos(2+x)$
 
file  exRosenbrock.m
 Rosenbrock function in $n$ dimensions.
 
file  ex0508.m
 $f(x_1,x_2)=\frac{1}{2} x_1^2 + x_1 \cos(x_2)$
 
file  ex1101.m
 $f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$
 
file  exRosenbrock.m
 Rosenbrock function in $n$ dimensions.
 
file  ex0508.m
 $f(x_1,x_2)=\frac{1}{2} x_1^2 + x_1 \cos(x_2)$
 
file  ex1401.m
 Example 14.1 in [1].
 
file  ex1402.m
 Example 14.2 in [1].
 
file  hyperbolicTangent.m
 Hyperbolic tangent function.
 
file  ex1101.m
 $f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$
 
file  ex1503mcKinnon.m
 $f(x)=\left\{ \begin{array}{ll} 360 x_1^2 + x_2 + x_2^2&\text{if } x_1 \leq 0 \\ 6x_1^2 + x_2 + x_2^2 & \text{if } x_1 \geq 0. \end{array}\right.$
 
file  ex1101.m
 $f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$
 
file  ex1905.m
 

\[\min f(x)=2(x_1^2+x_2^2-1)-x_1\]

subject to

\[x_1^2 + x_2^2 = 1 \]


 
file  ex1906.m
 

\[\min f(x)=100(x_2-x_1^2)^2+(1-x_1)^2\]

subject to

\[x_1-x_2^2-\frac{1}{2} \]


 
file  ex1906.m
 

\[\min f(x)=100(x_2-x_1^2)^2+(1-x_1)^2\]

subject to

\[x_1-x_2^2-\frac{1}{2} \]


 
file  ex2002.m
 

\[\min f(x)=x_1+x_2\]

subject to

\[x_1^2+(x_2-1)^2-1=0 \]


 
file  ex2003.m
 

\[\min f(x)=2(x_1^2+x_2^2-1)-x_1\]

subject to

\[x_1^2+x_2^2=1 \]


 

Detailed Description

List of examples presented in the book [1].

Copyright 2015-2016 Michel Bierlaire