Optimization: principles and algorithms, by Michel Bierlaire

Algorithm 11:8 Newton's method with line search . More...
Go to the source code of this file.
Functions  
function  newtonLineSearch (in obj, in x0, in eps, in printlevel) 
Applies Newton's algorithm with line search to solve where . More...  
Algorithm 11:8 Newton's method with line search .
Implementation of algorithm 11.8 of [1]
Definition in file newtonLineSearch.m.
function newtonLineSearch  (  in  obj, 
in  x0,  
in  eps,  
in  printlevel  
) 
Applies Newton's algorithm with line search to solve where .
obj  the name of the Octave function defining f(x) and its derivatives 
x0  the starting point 
eps  algorithm stops if . 
printlevel  If 1, information about iterations is printed. If 0, it is silent. 
maxiter  maximum number of iterations (Default: 100) 