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

Algorithm 7.3: Newton's method, n variables. More...

Go to the source code of this file.

## Functions

function newtonNVariables (in obj, in x0, in eps, in maxiter)
Applies Newton's algorithm to solve where . More...

## Detailed Description

Algorithm 7.3: Newton's method, n variables.

Implementation of algorithm 7.3 of [1]

Date
Wed Mar 18 21:47:57 2015

Definition in file newtonNVariables.m.

## Function Documentation

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

Applies Newton's algorithm to solve where .

Note
Tested with run0711.m
Tested with run0712.m
Parameters
 obj the name of the Octave function defining F(x) and its Jacobian 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