torczon.m File Reference

Algorithm 15.2: Torczon algorithm. More...

Go to the source code of this file.

Functions
function	torczon (in obj, in x0, in eps, in maxiter)
	Applies Torczon's algorithm to solve where . More...

Detailed Description

Algorithm 15.2: Torczon algorithm.

Implementation of algorithm 15.2 of [1]

Note

Tested with run1503torczon.m

Author

Michel Bierlaire

Date

Sun Mar 22 10:26:50 2015

Definition in file torczon.m.

Function Documentation

torczon()

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

Applies Torczon's algorithm to solve where .

Parameters

obj	the name of the Octave function defining f(x)
x0	matrix nx(n+1) containnig the initial simplex
eps	algorithm stops if .
maxiter	maximum number of iterations (Default: 100)

Returns

[solution,simplex]: the solution and the final simplex.