Algorithm 10.1: Local Newton for optimization. More...

Functions
function	newtonLocal (in obj, in x0, in eps, in maxiter)
	Applies local Newton algorithm to solve $\nabla f(x)=0$ where $\nabla f:\mathbb{R}^n\to\mathbb{R}^n$ is the gradient of the objective function. More...

Detailed Description

Algorithm 10.1: Local Newton for optimization.

Implementation of algorithm 10.1 of [1]

Definition in file newtonLocal.m.

Function Documentation

Applies local Newton algorithm to solve $\nabla f(x)=0$ where $\nabla f:\mathbb{R}^n\to\mathbb{R}^n$ is the gradient of the objective function.

Parameters

obj	the name of the Octave function defining $\nabla f(x)$ and the hessian $\nabla^2 f(x)$
x0	the starting point
eps	algorithm stops if $\\|F(x)\\| \leq \varepsilon$ .
maxiter	maximum number of iterations (Default: 100)

Returns: [solution,f]; solution: root of the function; f: value of F at the solution