Optimization: principles and algorithms, by Michel Bierlaire
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Files | |
file | conjugateGradient.m [code] |
Algorithm 9.2: Conjugate gradient algorithm for quadratic problems. | |
file | quadraticDirect.m [code] |
Algorithm 9.1: Direct resolution of quadratic problems. | |
file | run0908cg.m [code] |
Runs example 9.8 for the conjugate gradient algorithm (Table 9.1). | |
file | run0908quad.m [code] |
Runs example 9.8 with the direct method (algorithm 9.1). | |