Optimization: principles and algorithms, by Michel Bierlaire
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Descent methods and line search

List of Octave codes related to Chapter 11 of [1]. More...

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file  ex0508.m
 $f(x_1,x_2)=\frac{1}{2} x_1^2 + x_1 \cos(x_2)$
 
file  ex1103.m
 $h(x)=(2+x)\cos(2+x)$
 
file  exRosenbrock.m
 Rosenbrock function in $n$ dimensions.
 
file  goldenSection.m
 Exact line search using golden section.
 
file  initLineSearch.m
 Algorithm 11.2: Initialization of the exact line search.
 
file  lineSearch.m
 Algorithm 11.5: Line search algorithm.
 
file  modifiedCholesky.m
 Algorithm 11:7: Modified Cholesky factorization.
 
file  newtonLineSearch.m
 Algorithm 11:8 Newton's method with line search .
 
file  quadraticInterpolation.m
 Algorithm 11.3: Exact line search using quadratic interpolation.
 
file  run0508newton.m
 Runs Newton's method with line search (Algorithm 11.8) [newtonLineSearch] on the Rosenbrock problem (Table 11.8)
 
file  runGoldenSection.m
 Runs example 11.3 with golden section (see goldenSection) (table 11.3)
 
file  runInexactLineSearch.m
 Illustrates inexact line search with example 11.1 (table 11.6)
 
file  runModifiedCholesky.m
 Illustrates the modified Cholesky algorithm.
 
file  runQuadraticInterpolation.m
 Runs example 11.3 with quadratic interpolation (table 11.2)
 
file  runRosenbrockNewtonLineSearch.m
 Runs Newton's method with line search (Algorithm 11.8) [newtonLineSearch] on the Rosenbrock problem.
 
file  runRosenbrockSteepestDescent.m
 Runs the steepest descent algorithm (Algorithm 11.6) on the Rosenbrock problem.
 
file  steepestDescent.m
 Algorithm 11.6: Steepest descent algorithm.
 
file  steepestDescentCauchy.m
 Steepest descent algorithm, calculating the Cauchy point at each iteration.
 
file  ex1101.m
 $f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$
 

Detailed Description

List of Octave codes related to Chapter 11 of [1].

Copyright 2015-2016 Michel Bierlaire