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

Algorithm 11.3: Exact line search using quadratic interpolation. More...

Go to the source code of this file.

Functions

function quadraticInterpolation (in obj, in delta, in eps)
 Find a local minimum of the problem $\min_{x \geq 0} h(x)$, where $h:\mathbb{R}\to\mathbb{R}$. More...
 

Detailed Description

Algorithm 11.3: Exact line search using quadratic interpolation.

Implementation of algorithm 11.3 of [1]

Author
Michel Bierlaire
Date
Fri Mar 20 17:21:38 2015

Definition in file quadraticInterpolation.m.

Function Documentation

function quadraticInterpolation ( in  obj,
in  delta,
in  eps 
)

Find a local minimum of the problem $\min_{x \geq 0} h(x)$, where $h:\mathbb{R}\to\mathbb{R}$.

Note
Tested with runQuadraticInterpolation.m
Calls initLineSearch
Parameters
objthe name of the Octave function defining h(x)
deltathe parameter to initialize the line search. Must be such that $ h(\delta) < h(0)$.
epstolerance.
Returns
xstar the local minimum
Copyright 2015-2016 Michel Bierlaire