Optimization: principles and algorithms, by Michel Bierlaire
run0508tr.m
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1 %> \file
2 %> Runs example 5.8 with Newton's method with trust region (Tables 12.1, 12.2, 12.3)
3 %>
4 %> @ingroup Running
5 %> @ingroup chap12
6 %> @author Michel Bierlaire
7 %> @date Sat Mar 21 16:07:37 2015
8 
9 x0 = [1 ; 1] ;
10 printf("Dogleg, Delta 0 = 10\n") ;
11 delta0 = 10 ;
12 [solution,iteres,niter] = newtonTrustRegion('ex0508',x0,delta0,1.0e-11);
13 format short e
14 iteres(1:niter,:)
15 solution
16 format
17 niter
18 
19 printf("Dogleg, Delta 0 = 1\n") ;
20 delta0 = 1 ;
21 [solution,iteres,niter] = newtonTrustRegion('ex0508',x0,delta0,1.0e-11);
22 format short e
23 iteres(1:niter,:)
24 solution
25 format
26 niter
27 
28 printf("Truncated CG, Delta 0 = 10\n") ;
29 delta0 = 10 ;
30 [solution,iteres,niter] = newtonTrustRegion('ex0508',x0,delta0,1.0e-11,1);
31 format short e
32 iteres(1:niter,:)
33 solution
34 format
35 niter
36 
37 
function ex0508(in x)
Example 5.8 in .
Copyright 2015-2016 Michel Bierlaire