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

Algorithm 8.1: Newton's method with finite differences, one variable. More...

Go to the source code of this file.

## Functions

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

## Detailed Description

Algorithm 8.1: Newton's method with finite differences, one variable.

Implementation of algorithm 8.1 of [1]

Date
Thu Mar 19 09:44:05 2015

Definition in file newtonFinDiffOneVariable.m.

## Function Documentation

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

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

Note
Tested with run0703df.m
Parameters
 obj the name of the Octave function defining F(x) x0 the starting point eps algorithm stops if . tau step for the finite difference approximation maxiter maximum number of iterations (Default: 100)
Returns
root of the function