Algorithm 11:8 Newton's method with line search . More...

Functions
function	newtonLineSearch (in obj, in x0, in eps, in printlevel)
	Applies Newton's algorithm with line search to solve $\min_x f(x)$ where $f:\mathbb{R}^n\to\mathbb{R}$ . More...

Detailed Description

Algorithm 11:8 Newton's method with line search .

Implementation of algorithm 11.8 of [1]

Definition in file newtonLineSearch.m.

Function Documentation

Applies Newton's algorithm with line search to solve $\min_x f(x)$ where $f:\mathbb{R}^n\to\mathbb{R}$ .

Note: Tested with run0508newton.m; Tested with runRosenbrockNewtonLineSearch.m; Calls modifiedCholesky; Calls lineSearch

Parameters

obj	the name of the Octave function defining f(x) and its derivatives
x0	the starting point
eps	algorithm stops if $\\|F(x)\\| \leq \varepsilon$ .
printlevel	If 1, information about iterations is printed. If 0, it is silent.
maxiter	maximum number of iterations (Default: 100)

Returns: solution local minimum of the function,; iteres sequence of iterates generated by the algorithm. It contains n+2 columns. Columns 1:n contains the value of the current iterate. Column n+1 contains the value of the objective function. Column n+2 contains the value of the norm of the gradient. It contains maxiter rows, but only the first niter rows are meaningful.; niter total number of iterations