Optimization: principles and algorithms, by Michel Bierlaire
Functions
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 $F(x)=0$ where $F:\mathbb{R}^n\to\mathbb{R}^n $. More...
 

Detailed Description

Algorithm 7.3: Newton's method, n variables.

Implementation of algorithm 7.3 of [1]

Author
Michel Bierlaire
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 $F(x)=0$ where $F:\mathbb{R}^n\to\mathbb{R}^n $.

Note
Tested with run0711.m
Tested with run0712.m
Parameters
objthe name of the Octave function defining F(x) and its Jacobian
x0the starting point
epsalgorithm stops if $\|F(x)\| \leq \varepsilon $.
maxitermaximum 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