Optimization: principles and algorithms, by Michel Bierlaire
run1203dogleg.m
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1 %> \file
2 %> Runs example 12.3 for the dogleg method
3 %>
4 %> @ingroup Running
5 %> @ingroup chap12
6 %> @author Michel Bierlaire
7 %> @date Sat Mar 21 15:46:29 2015
8 
9 %> @note Calls \ref dogleg
10 
11 xcurrent = [ 9 ; 1] ;
12 [f,g,H] = ex1101(xcurrent) ;
13 
14 delta = 1 ;
15 [dstar,type] = dogleg(g,H,delta) ;
16 xcurrent + dstar
17 delta = 4 ;
18 [dstar,type] = dogleg(g,H,delta) ;
19 xcurrent + dstar
20 delta = 8 ;
21 [dstar,type] = dogleg(g,H,delta) ;
22 xcurrent + dstar
23 
24 
function dogleg(in g, in H, in delta)
Given a current iterate , consider the trust region subproblem subject to Apply the Dogleg method t...
function ex1101(in x)
Example 11.1 in .
Copyright 2015-2016 Michel Bierlaire