Optimization: principles and algorithms, by Michel Bierlaire
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List of Octave codes related to Chapter 13 of [1]. More...
Files | |
file | bfgs.m |
Algorithm 13.1: BFGS method with line search. | |
file | ex0508.m |
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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 | symmetricRankOne.m |
Algorithm 13.2: SR1 method with trust region region. | |
List of Octave codes related to Chapter 13 of [1].