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Optimization: principles and algorithms, by Michel Bierlaire
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Runs example 11.1. More...
Go to the source code of this file.
Runs example 11.1.
It is a specific implementation of the steepest descent algortihm, where tha Cauchy point is calculated at each iteration. It illustrates the high sensitivity of the method to ill-conditioning.(Table 11.1)
Definition in file run1101cauchy.m.