Optimization: principles and algorithms, by Michel Bierlaire
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Newton's local method

List of Octave codes related to Chapter 10 of [1]. More...

Files

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  newtonLocal.m
 Algorithm 10.1: Local Newton for optimization.
 
file  newtonLocalQuadratic.m
 Algorithm 10.2: Local Newton for optimization using the quadratic model.
 
file  run0508.m
 Runs example 5.8 with Newton's local, n variables (Table 10.1)
 
file  run0508quadratic.m
 Runs example 5.8 with Newton's local with the quadratic model.
 

Detailed Description

List of Octave codes related to Chapter 10 of [1].

Copyright 2015-2016 Michel Bierlaire