Optimization: principles and algorithms, by Michel Bierlaire
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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 ![]() ![]() | |
Algorithm 8.1: Newton's method with finite differences, one variable.
Implementation of algorithm 8.1 of [1]
Definition in file newtonFinDiffOneVariable.m.
function newtonFinDiffOneVariable | ( | in | obj, |
in | x0, | ||
in | eps, | ||
in | tau, | ||
in | maxiter | ||
) |
Applies Newton's algorithm with finite differences to solve where
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obj | the name of the Octave function defining F(x) |
x0 | the starting point |
eps | algorithm stops if ![]() |
tau | step for the finite difference approximation |
maxiter | maximum number of iterations (Default: 100) |