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Optimization: principles and algorithms, by Michel Bierlaire
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List of Octave codes related to Chapter 11 of [1]. More...
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| file | ex0508.m |
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| file | ex1103.m |
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| file | exRosenbrock.m |
Rosenbrock function in dimensions. | |
| file | goldenSection.m |
| Exact line search using golden section. | |
| file | initLineSearch.m |
| Algorithm 11.2: Initialization of the exact line search. | |
| file | lineSearch.m |
| Algorithm 11.5: Line search algorithm. | |
| file | modifiedCholesky.m |
| Algorithm 11:7: Modified Cholesky factorization. | |
| file | newtonLineSearch.m |
| Algorithm 11:8 Newton's method with line search . | |
| file | quadraticInterpolation.m |
| Algorithm 11.3: Exact line search using quadratic interpolation. | |
| 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 | steepestDescent.m |
| Algorithm 11.6: Steepest descent algorithm. | |
| file | steepestDescentCauchy.m |
| Steepest descent algorithm, calculating the Cauchy point at each iteration. | |
| file | ex1101.m |
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List of Octave codes related to Chapter 11 of [1].