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

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

Go to the source code of this file.

Functions

function newtonFinDiffNVariables (in obj, in x0, in tau, in eps, in maxiter)
 Applies Newton's algorithm with finite differences to solve $F(x)=0$ where $F:\mathbb{R}^n\to\mathbb{R}^n $. More...
 

Detailed Description

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

Implementation of algorithm 8.3 of [1]

Author
Michel Bierlaire
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 $F(x)=0$ where $F:\mathbb{R}^n\to\mathbb{R}^n $.

Note
Tested with run0711df.m
Parameters
objthe name of the Octave function defining F(x) and its Jacobian
x0the starting point
taustep for the finite difference approximation
epsalgorithm stops if $\|F(x)\| \leq \varepsilon $.
maxitermaximum number of iterations (Default: 100)
Returns
root of the system
Copyright 2015-2016 Michel Bierlaire