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

Algorithm 10.1: Local Newton for optimization. More...

Go to the source code of this file.

## Functions

function newtonLocal (in obj, in x0, in eps, in maxiter)
Applies local Newton algorithm to solve where is the gradient of the objective function. More...

## Detailed Description

Algorithm 10.1: Local Newton for optimization.

Implementation of algorithm 10.1 of [1]

Date
Fri Mar 20 15:41:01 2015

Definition in file newtonLocal.m.

## Function Documentation

 function newtonLocal ( in obj, in x0, in eps, in maxiter )

Applies local Newton algorithm to solve where is the gradient of the objective function.

Note
Tested with run0508.m
Parameters
 obj the name of the Octave function defining and the hessian x0 the starting point eps algorithm stops if . maxiter maximum number of iterations (Default: 100)
Returns
[solution,f]
solution: root of the function
f: value of F at the solution
Copyright 2015-2016 Michel Bierlaire