Optimization: principles and algorithms, by Michel Bierlaire
runRosenbrockSteepestDescent.m
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1 %> \file
2 %> Runs the steepest descent algorithm (Algorithm 11.6) on the Rosenbrock problem.
3 %>
4 %> \note Calls \ref steepestDescent
5 %>
6 %> @ingroup Running
7 %> @ingroup chap11
8 %> @author <a href="http://people.epfl.ch/michel.bierlaire">Michel Bierlaire</a>
9 %> @date Sat Mar 21 12:09:01 2015
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11 %>
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13 x0 = [-1.5 ; 1.5] ;
14 [solution, iteres, niter] = steepestDescent('exRosenbrock',x0,1.0e-15,10000) ;
15 format short e
16 iteres(1:niter,:)
17 solution
18 format
19 niter
20 
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function steepestDescent(in obj, in x0, in eps, in maxiter)
Applies the steepest descent algorithm with linesearch to solve where .
function exRosenbrock(in x)
Example presented in Section 11.6 of .
Copyright 2015-2016 Michel Bierlaire