Optimization: principles and algorithms, by Michel Bierlaire

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...  
Algorithm 7.3: Newton's method, n variables.
Implementation of algorithm 7.3 of [1]
Definition in file newtonNVariables.m.
function newtonNVariables  (  in  obj, 
in  x0,  
in  eps,  
in  maxiter  
) 
Applies Newton's algorithm to solve where .
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) 