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

List of Octave codes related to Chapter 13 of [1]. More...

Files

file  bfgs.m
 Algorithm 13.1: BFGS method with line search.
 
file  ex0508.m
 $f(x_1,x_2)=\frac{1}{2} x_1^2 + x_1 \cos(x_2)$
 
file  run0508bfgs.m
 Runs example 5.8 with BFGS method with linesearch (Tables 13.1 and 13.2)
 
file  run0508sr1.m
 Runs example 5.8 with SR1 method with trust region (Tables 13.3 et 13.4)
 
file  runRosenbrockBfgs.m
 Runs BFGS with line search (Algorithm 13.1) [bfgs] on the Rosenbrock problem.
 
file  runRosenbrockSr1.m
 Runs Trust region method with symmetric rank one (Algorithm 13.2) [newtonTrustRegion] on the Rosenbrock problem.
 
file  symmetricRankOne.m
 Algorithm 13.2: SR1 method with trust region region.
 

Detailed Description

List of Octave codes related to Chapter 13 of [1].

Copyright 2015-2016 Michel Bierlaire