Optimization: principles and algorithms, by Michel Bierlaire
chap11 Directory Reference

Files

file  ex0508.m [code]
 $f(x_1,x_2)=\frac{1}{2} x_1^2 + x_1 \cos(x_2)$
 
file  ex1101.m [code]
 $f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$
 
file  ex1103.m [code]
 $h(x)=(2+x)\cos(2+x)$
 
file  exRosenbrock.m [code]
 Rosenbrock function in $n$ dimensions.
 
file  goldenSection.m [code]
 Exact line search using golden section.
 
file  initLineSearch.m [code]
 Algorithm 11.2: Initialization of the exact line search.
 
file  lineSearch.m [code]
 Algorithm 11.5: Line search algorithm.
 
file  modifiedCholesky.m [code]
 Algorithm 11:7: Modified Cholesky factorization.
 
file  newtonLineSearch.m [code]
 Algorithm 11:8 Newton's method with line search .
 
file  quadraticInterpolation.m [code]
 Algorithm 11.3: Exact line search using quadratic interpolation.
 
file  run0508newton.m [code]
 Runs Newton's method with line search (Algorithm 11.8) [newtonLineSearch] on the Rosenbrock problem (Table 11.8)
 
file  run1101cauchy.m [code]
 Runs example 11.1.
 
file  runGoldenSection.m [code]
 Runs example 11.3 with golden section (see goldenSection) (table 11.3)
 
file  runInexactLineSearch.m [code]
 Illustrates inexact line search with example 11.1 (table 11.6)
 
file  runModifiedCholesky.m [code]
 Illustrates the modified Cholesky algorithm.
 
file  runQuadraticInterpolation.m [code]
 Runs example 11.3 with quadratic interpolation (table 11.2)
 
file  runRosenbrockNewtonLineSearch.m [code]
 Runs Newton's method with line search (Algorithm 11.8) [newtonLineSearch] on the Rosenbrock problem.
 
file  runRosenbrockSteepestDescent.m [code]
 Runs the steepest descent algorithm (Algorithm 11.6) on the Rosenbrock problem.
 
file  steepestDescent.m [code]
 Algorithm 11.6: Steepest descent algorithm.
 
file  steepestDescentCauchy.m [code]
 Steepest descent algorithm, calculating the Cauchy point at each iteration.
 
Copyright 2015-2018 Michel Bierlaire