Optimization: principles and algorithms, by Michel Bierlaire
Functions
newtonFinDiffOneVariable.m File Reference

Algorithm 8.1: Newton's method with finite differences, one variable. More...

Go to the source code of this file.

Functions

function newtonFinDiffOneVariable (in obj, in x0, in eps, in tau, in maxiter)
 Applies Newton's algorithm with finite differences to solve $F(x)=0$ where $F:\mathbb{R}\to\mathbb{R} $. More...
 

Detailed Description

Algorithm 8.1: Newton's method with finite differences, one variable.

Implementation of algorithm 8.1 of [1]

Author
Michel Bierlaire
Date
Thu Mar 19 09:44:05 2015

Definition in file newtonFinDiffOneVariable.m.

Function Documentation

◆ newtonFinDiffOneVariable()

function newtonFinDiffOneVariable ( in  obj,
in  x0,
in  eps,
in  tau,
in  maxiter 
)

Applies Newton's algorithm with finite differences to solve $F(x)=0$ where $F:\mathbb{R}\to\mathbb{R} $.

Note
Tested with run0703df.m
Parameters
objthe name of the Octave function defining F(x)
x0the starting point
epsalgorithm stops if $|F(x)| \leq \varepsilon $.
taustep for the finite difference approximation
maxitermaximum number of iterations (Default: 100)
Returns
root of the function
Copyright 2015-2018 Michel Bierlaire