Optimization: principles and algorithms, by Michel Bierlaire
runRosenbrockBfgs.m
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1 %> \file
2 %> Runs BFGS with line search (Algorithm 13.1) [\ref bfgs] on the Rosenbrock problem.
3 %>
4 %> \note Calls \ref bfgs
5 %>
6 %> @ingroup Running
7 %> @ingroup chap13
8 %> @author <a href="http://people.epfl.ch/michel.bierlaire">Michel Bierlaire</a>
9 %> @date Sat Mar 21 16:44:17 2015
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11 %>
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13 x0 = [-1.5 ; 1.5] ;
14 [solution, iteres, niter] = bfgs('exRosenbrock',x0,1.0e-11) ;
15 format short e
16 iteres(1:niter,:)
17 solution
18 format
19 niter
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function bfgs(in obj, in x0, in eps, in maxiter)
Applies BFGS algorithm with line search to solve where .
Copyright 2015-2016 Michel Bierlaire