Optimization: principles and algorithms, by Michel Bierlaire
run1101cauchy.m File Reference

Runs example 11.1. More...

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Detailed Description

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.

Copyright 2015-2016 Michel Bierlaire