Optimization: principles and algorithms, by Michel Bierlaire
newtonFinDiffNVariables.m File Reference

Algorithm 8.3: Newton's method with finite differences, n variables. More...

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Functions

function newtonFinDiffNVariables (in obj, in x0, in tau, in eps, in maxiter)
Applies Newton's algorithm with finite differences to solve where . More...

Detailed Description

Algorithm 8.3: Newton's method with finite differences, n variables.

Implementation of algorithm 8.3 of [1]

Date
Thu Mar 19 18:26:50 2015

Definition in file newtonFinDiffNVariables.m.

Function Documentation

 function newtonFinDiffNVariables ( in obj, in x0, in tau, in eps, in maxiter )

Applies Newton's algorithm with finite differences to solve where .

Note
Tested with run0711df.m
Parameters
 obj the name of the Octave function defining F(x) and its Jacobian x0 the starting point tau step for the finite difference approximation eps algorithm stops if . maxiter maximum number of iterations (Default: 100)
Returns
root of the system