Optimization: principles and algorithms, by Michel Bierlaire

Steepest descent algorithm, calculating the Cauchy point at each iteration. More...
Go to the source code of this file.
Functions  
function  steepestDescentCauchy (in obj, in x0, in eps, in maxiter) 
Applies the steepest descent algorithm to solve where . The Cauchy point is calculated at each iteration. More...  
Steepest descent algorithm, calculating the Cauchy point at each iteration.
Definition in file steepestDescentCauchy.m.
function steepestDescentCauchy  (  in  obj, 
in  x0,  
in  eps,  
in  maxiter  
) 
Applies the steepest descent algorithm to solve where . The Cauchy point is calculated at each iteration.
obj  the name of the Octave function defining f(x) and its derivatives 
x0  the starting point 
eps  algorithm stops if . 
maxiter  maximum number of iterations (Default: 100) 