Optimization: principles and algorithms, by Michel Bierlaire
run0508bfgs.m
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1 %> \file
2 %> Runs example 5.8 with BFGS method with linesearch (Tables 13.1 and 13.2)
3 %>
4 %> @ingroup Running
5 %> @ingroup chap13
6 %> @author Michel Bierlaire
7 %> @date Sat Mar 21 16:30:18 2015
8 
9 %> @note Calls \ref bfgs
10 
11 x0 = [1 ; 1] ;
12 [solution,iteres,niter] = bfgs('ex0508',x0,1.0e-15) ;
13 format short e
14 iteres(1:niter,:)
15 solution
16 format
17 niter
18 
19 
function bfgs(in obj, in x0, in eps, in maxiter)
Applies BFGS algorithm with line search to solve where .
Copyright 2015-2016 Michel Bierlaire