Optimization: principles and algorithms, by Michel Bierlaire
Files
Least squares problem

List of Octave codes related to Chapter 14 of [1]. More...

Files

file  ex1401.m
 Example 14.1 in [1].
 
file  ex1402.m
 Example 14.2 in [1].
 
file  gaussNewton.m
 Algorithm 14.1: Gauss-Newton method.
 
file  hyperbolicTangent.m
 Hyperbolic tangent function.
 
file  kalmanFilter.m
 Algorithms 14.2 and 14.3: Kalman filter update.
 
file  runGaussNewton.m
 Run to illustrate the Gauss-Newton algorithm 14.1.
 
file  runKalman.m
 Run to illustrate the Kalman filter algorithm 14.2 (Table 14.3)
 
file  runNeuralNetwork.m
 Run the neural network example (Example 14.2) to illustrate the Gauss-Newton algorithm 14.1.
 

Detailed Description

List of Octave codes related to Chapter 14 of [1].

Copyright 2015-2016 Michel Bierlaire