Optimization: principles and algorithms, by Michel Bierlaire

Algorithm 10.2: Local Newton for optimization using the quadratic model. More...

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## Functions

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

## Detailed Description

Algorithm 10.2: Local Newton for optimization using the quadratic model.

Implementation of algorithm 10.2 of [1]

Date
Fri Mar 20 16:14:06 2015

## Function Documentation

 function newtonLocalQuadratic ( in obj, in x0, in eps, in cg, in maxiter )

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

Note