Optimization: principles and algorithms, by Michel Bierlaire
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Trust region

List of Octave codes related to Chapter 12 of [1]. More...

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file  dogleg.m
 Algorithm 12.2: Dogleg method to find an approximation of the trust region subproblem.
 
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  intersectionTrustRegion.m
 Algorithm 12.1: Calculation of the intersection with the trust region.
 
file  newtonTrustRegion.m
 Algorithm 12.4: Newton's method with trust region.
 
file  run0508tr.m
 Runs example 5.8 with Newton's method with trust region (Tables 12.1, 12.2, 12.3)
 
file  run1203dogleg.m
 Runs example 12.3 for the dogleg method.
 
file  run1203tcg.m
 Runs example 12.3 for the truncated conjugate gradients method.
 
file  runIntersectionTrustRegion.m
 Run to illustrate algorithm 12.1.
 
file  runRosenbrockTrustRegion.m
 Runs Trust region method with line search (Algorithm 12.4) [newtonTrustRegion] on the Rosenbrock problem.
 
file  truncatedConjugateGradient.m
 Algorithm 12.3: Truncated conjugate gradients method to find an approximation of the trust region subproblem.
 

Detailed Description

List of Octave codes related to Chapter 12 of [1].

Copyright 2015-2016 Michel Bierlaire