Optimization: principles and algorithms, by Michel Bierlaire
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Newton’s method for constrained optimization

List of Octave codes related to Chapter 17 of [1]. More...

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file  ex1101.m
 $f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$
 
file  constrainedNewton.m
 Algorithm 17.2: preconditioned projected gradient, or constrained Newton.
 
file  dikin.m
 Algorithm 17.3: Dikin's method.
 
file  projectedGradient.m
 Algorithm 17.1: projected gradient Implementation of algorithm 17.1 of [1].
 
file  run1607dikin.m
 Runs example 16.7 illustrating the Dikin method (Table 17.4)
 
file  run1702.m
 Runs example 17.2 of [1] (Tables 17.1 and 17.2)
 
file  run1702constrainedNewton.m
 Runs example 17.2 of [1] with constrained Newton (Table 17.3)
 
file  run1703.m
 Runs example 17.3 of [1].
 

Detailed Description

List of Octave codes related to Chapter 17 of [1].

Copyright 2015-2016 Michel Bierlaire