List of Octave codes related to Chapter 12 of [1]. More...

Files
file	dogleg.m
	Algorithm 12.2: Dogleg method to find an approximation of the trust region subproblem.

file	ex0508.m
	$f(x_1,x_2)=\frac{1}{2} x_1^2 + x_1 \cos(x_2)$

file	ex1101.m
	$f(x)=\frac{1}{2} x_1^2 + \frac{9}{2} x_2^2$

file	exRosenbrock.m
	Rosenbrock function in dimensions.

file	intersectionTrustRegion.m
	Algorithm 12.1: Calculation of the intersection with the trust region.

file	newtonTrustRegion.m
	Algorithm 12.4: Newton's method with trust region.

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	truncatedConjugateGradient.m
	Algorithm 12.3: Truncated conjugate gradients method to find an approximation of the trust region subproblem.

Detailed Description

List of Octave codes related to Chapter 12 of [1].

Files