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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 where . More... | |
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
.
| 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) |