Optimization: principles and algorithms, by Michel Bierlaire
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Octave code to run the examples. More...
Files | |
file | run0703.m |
Runs example 7.3 with Newton's method, one variable. | |
file | run0704.m |
Runs example 7.4 with Newton's method, one variable. | |
file | run0705.m |
Runs example 7.5 with Newton's method, one variable. | |
file | run0711.m |
Runs example 7.11 with Newton's method, n variables. | |
file | run0712.m |
Runs example 7.12 with Newton's method, n variables. | |
file | runMachineEpsilon.m |
Calculate the machine epsilon. | |
file | run0703df.m |
Runs example 7.3 with Newton's method with finite differences, one variable (Tables 8.1 and 8.2) | |
file | run0703sec.m |
Runs example 7.3 with Newton's secant method, one variable (Table 8.3) | |
file | run0711df.m |
Runs example 7.11 with Newton's method with finite differences (Tables 8.4 and 8.5), n variables. | |
file | run0711sec.m |
Runs example 7.11 with Newton's secant method (Table 8.6), n variables. | |
file | run0908cg.m |
Runs example 9.8 for the conjugate gradient algorithm (Table 9.1). | |
file | run0908quad.m |
Runs example 9.8 with the direct method (algorithm 9.1). | |
file | run0508.m |
Runs example 5.8 with Newton's local, n variables (Table 10.1) | |
file | run0508quadratic.m |
Runs example 5.8 with Newton's local with the quadratic model. | |
file | run0508newton.m |
Runs Newton's method with line search (Algorithm 11.8) [newtonLineSearch] on the Rosenbrock problem (Table 11.8) | |
file | runGoldenSection.m |
Runs example 11.3 with golden section (see goldenSection) (table 11.3) | |
file | runInexactLineSearch.m |
Illustrates inexact line search with example 11.1 (table 11.6) | |
file | runModifiedCholesky.m |
Illustrates the modified Cholesky algorithm. | |
file | runQuadraticInterpolation.m |
Runs example 11.3 with quadratic interpolation (table 11.2) | |
file | runRosenbrockNewtonLineSearch.m |
Runs Newton's method with line search (Algorithm 11.8) [newtonLineSearch] on the Rosenbrock problem. | |
file | runRosenbrockSteepestDescent.m |
Runs the steepest descent algorithm (Algorithm 11.6) on the Rosenbrock problem. | |
file | run0508tr.m |
Runs example 5.8 with Newton's method with trust region (Tables 12.1, 12.2, 12.3) | |
file | run1203dogleg.m |
Runs example 12.3 for the dogleg method. | |
file | run1203tcg.m |
Runs example 12.3 for the truncated conjugate gradients method. | |
file | runIntersectionTrustRegion.m |
Run to illustrate algorithm 12.1. | |
file | runRosenbrockTrustRegion.m |
Runs Trust region method with line search (Algorithm 12.4) [newtonTrustRegion] on the Rosenbrock problem. | |
file | run0508bfgs.m |
Runs example 5.8 with BFGS method with linesearch (Tables 13.1 and 13.2) | |
file | run0508sr1.m |
Runs example 5.8 with SR1 method with trust region (Tables 13.3 et 13.4) | |
file | runRosenbrockBfgs.m |
Runs BFGS with line search (Algorithm 13.1) [bfgs] on the Rosenbrock problem. | |
file | runRosenbrockSr1.m |
Runs Trust region method with symmetric rank one (Algorithm 13.2) [newtonTrustRegion] on the Rosenbrock problem. | |
file | runGaussNewton.m |
Run to illustrate the Gauss-Newton algorithm 14.1. | |
file | runKalman.m |
Run to illustrate the Kalman filter algorithm 14.2 (Table 14.3) | |
file | runNeuralNetwork.m |
Run the neural network example (Example 14.2) to illustrate the Gauss-Newton algorithm 14.1. | |
file | run1502nelderMead.m |
Runs example 15.2 illustrating the Nelder-Nead algorithm (Table 15.1) | |
file | run1503nelderMead.m |
Runs example 15.3 illustrating the Nelder-Nead algorithm (Table 15.2) | |
file | run1503torczon.m |
Runs example 15.3, the McKinnon example with Torczon's algorithm (Table 15.3) | |
file | run1604.m |
Runs example 16.4 illustrating the vertex enumeration algorithm. | |
file | run1604simplex.m |
Runs example 16.4 illustrating the simplex method. | |
file | run1607simplex.m |
Runs example 16.4 illustrating the simplex method. | |
file | run1612pivoting.m |
Runs example 16.12 illustrating the pivoting. | |
file | run1613.m |
Runs example 16.13 of [1]. | |
file | run1615.m |
Runs example 16.15 of [1]. | |
file | run1616.m |
Runs example 16.16 of [1]. | |
file | runBoundConstraints.m |
Example where some combinations of basic variables are associated with a singular matrix B. | |
file | run1607dikin.m |
Runs example 16.7 illustrating the Dikin method (Table 17.4) | |
file | run1702.m |
Runs example 17.2 of [1] (Tables 17.1 and 17.2) | |
file | run1702constrainedNewton.m |
Runs example 17.2 of [1] with constrained Newton (Table 17.3) | |
file | run1703.m |
Runs example 17.3 of [1]. | |
file | run1807longSteps.m |
Runs example 18.7 with the long steps algorithm of [1] (Table 18.7) | |
file | run1807predictorCorrector.m |
Runs example 18.7 with the predictor-corrector algorithm of [1] (Table 18.6) | |
file | run1807restrictedSteps.m |
Runs example 18.7 with the restricted steps algorithm of [1] (Table 18.5) | |
file | run1905.m |
Runs example 19.5 with the augmented lagrangian method of [1]. | |
file | run1906.m |
Runs example 19.6 with the augmented lagrangian method of [1]. | |
file | run2002.m |
Runs example 20.2 with the local SQP algorithm of [1] (Tables 20.1, 20.2, 20.3, 20.4) | |
file | run2003.m |
Runs example 20.3 with the local SQP algorithm of [1] (Table 20.5) | |
file | run2004.m |
Runs example 20.4 with the local SQP algorithm of [1] (Table 20.6) | |
file | run2007.m |
Runs example 20.7 with the global SQP algorithm of [1] (Tables 20.7, 20.8) | |
file | run2120.m |
Runs example 21.20 with the Jarnik-Prim algorithm for minimum spanning tree (Algorithm 21.4 of [1]) | |
file | runCirculationDecomposition.m |
Run the circulation decomposition algorithm on the example represented in Figure 21.15 of [1]. | |
file | runDivergence.m |
Calculate the divergence of the example in Figure 21.10 of [1]. | |
file | runFlowDecomposition.m |
Run the flow decomposition algorithm on the examples represented in Figures 21.14 and 21.19 of [1]. | |
file | runPrepareNetwork.m |
Run the function that prepares the network. | |
file | runSimpleCycle.m |
Run the algorithm extracting cycle flow vector on the example represented in Figure 21.15 of [1]. | |
file | runAssignmentTrans.m |
Solve the transportation problem as a transhipment problem (Example 22.14 of [1]) | |
file | runMaxFlowTrans.m |
Solve the max flow problem as a transhipment problem (Figure 22.6 of [1]) | |
file | runTransportationTrans.m |
Solve the transportation problem as a transhipment problem (Example 22.12 od [1]. | |
file | runDijkstra.m |
Run to illustrate Dijkstra's algortihm (Table 23.4) | |
file | runEnumeratePaths.m |
Run to illustrate the path enumeration algorithm (Table 23.1) | |
file | runPert.m |
Run to illustrate the use of longest path for PERT (Section 23.4 of [1]. | |
file | runShortestPath.m |
Run to illustrate the shortest path algorithm (Table 23.2) | |
file | run2402.m |
Run the FordFulkerson algorithm on Example 24.2 of [1]. | |
file | runUnsaturatedPath.m |
Run the unsaturated path algorithm on Example 24.2 of [1]. | |
file | run2512.m |
Runs example 25.12 of [1]. | |
file | run2702.m |
Runs example 27.2 of [1], solving the problem using an exact method. | |
file | run2703.m |
Runs example 27.03 of [1]. | |
file | run2513gomory.m |
Runs example 25.13 of [1] with Algorithm 26.3. | |
file | run2604.m |
Runs example 26.4 of [1]. | |
file | run2604gomory.m |
Runs example 26.4 of [1] with Algorithm 26.3. | |
file | runGomory.m |
Runs example of Gomory cut. | |
file | run2702greedy.m |
Runs example 27.2 of [1], solving the problem using the greedy heuristic. | |
file | run2702localSearchDeterministic.m |
Runs example 27.2 of [1], solving the problem using the local search method (Table 27.6) | |
file | run2702localSearchRandom.m |
Runs example 27.2 of [1], solving the problem using the local search method with random neighbors. | |
file | run2702simAnn.m |
Runs example 27.2 of [1], solving the problem using the simulated annealing method (see Section 27.4.1 of [1]). | |
file | run2702vns.m |
Runs example 27.2 of [1], solving the problem using the VNS method. | |
file | run2703insertion.m |
Runs example 27.3 of [1], solving the problem using the greedy heuristic (Algorithm 27.2, Table 27.2, Figure 27.4) | |
file | run2703localSearch.m |
Runs Algorithm 27.3 on example 27.3 of [1], solving the TSP with local search (Figure 27.11, Table 27.7, Figure 27.12) | |
file | run2703nearestNeighrbor.m |
Runs example 27.3 of [1], solving the problem using the greedy heuristic. | |
file | run2703simAnn.m |
Runs example 27.3 of [1], solving the problem using simmulated annealing (Section 27.4.2 of [1] ). | |
file | run2703vns.m |
Runs example 27.3 of [1], solving the problem using VNS (Section 27.3.2 of [1] ). | |
Octave code to run the examples.