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

Algorithm 8.2: Newton's secant method, one variable. More...

Go to the source code of this file.

Functions

function secantOneVariable (in obj, in x0, in a0, in eps, in maxiter)
 Applies Newton's secant algorithm to solve $F(x)=0$ where $F:\mathbb{R}\to\mathbb{R} $. More...
 

Detailed Description

Algorithm 8.2: Newton's secant method, one variable.

Implementation of algorithm 8.2 of [1]

Author
Michel Bierlaire
Date
Thu Mar 19 09:53:09 2015

Definition in file secantOneVariable.m.

Function Documentation

function secantOneVariable ( in  obj,
in  x0,
in  a0,
in  eps,
in  maxiter 
)

Applies Newton's secant algorithm to solve $F(x)=0$ where $F:\mathbb{R}\to\mathbb{R} $.

Note
Tested with run0703sec.m
Parameters
objthe name of the Octave function defining F(x)
x0the starting point
a0the first approximation of the derivative
epsalgorithm stops if $|F(x)| \leq \varepsilon $.
maxitermaximum number of iterations (Default: 100)
Returns
root of the function
Copyright 2015-2016 Michel Bierlaire