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Optimization: principles and algorithms, by Michel Bierlaire
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Files | |
| file | ex1401.m [code] |
| Example 14.1 in [1]. | |
| file | ex1402.m [code] |
| Example 14.2 in [1]. | |
| file | gaussNewton.m [code] |
| Algorithm 14.1: Gauss-Newton method. | |
| file | hyperbolicTangent.m [code] |
| Hyperbolic tangent function. | |
| file | kalmanFilter.m [code] |
| Algorithms 14.2 and 14.3: Kalman filter update. | |
| file | runGaussNewton.m [code] |
| Run to illustrate the Gauss-Newton algorithm 14.1. | |
| file | runKalman.m [code] |
| Run to illustrate the Kalman filter algorithm 14.2 (Table 14.3) | |
| file | runNeuralNetwork.m [code] |
| Run the neural network example (Example 14.2) to illustrate the Gauss-Newton algorithm 14.1. | |