Optimization: principles and algorithms, by Michel Bierlaire
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Quasi-Newton methods

List of Octave codes related to Chapter 8 of [1]. More...

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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  newtonFinDiffNVariables.m
 Algorithm 8.3: Newton's method with finite differences, n variables.
 
file  newtonFinDiffOneVariable.m
 Algorithm 8.1: Newton's method with finite differences, one variable.
 
file  run0703df.m
 Runs example 7.3 with Newton's method with finite differences, one variable (Tables 8.1 and 8.2)
 
file  run0703sec.m
 Runs example 7.3 with Newton's secant method, one variable (Table 8.3)
 
file  run0711df.m
 Runs example 7.11 with Newton's method with finite differences (Tables 8.4 and 8.5), n variables.
 
file  run0711sec.m
 Runs example 7.11 with Newton's secant method (Table 8.6), n variables.
 
file  secantNVariables.m
 Algorithm 8.4: Newton's secant method, n variables.
 
file  secantOneVariable.m
 Algorithm 8.2: Newton's secant method, one variable.
 

Detailed Description

List of Octave codes related to Chapter 8 of [1].

Copyright 2015-2016 Michel Bierlaire