Optimization: principles and algorithms, by Michel Bierlaire
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Algorithm 7.3: Newton's method, n variables. More...
Go to the source code of this file.
Functions | |
function | newtonNVariables (in obj, in x0, in eps, in maxiter) |
Applies Newton's algorithm to solve ![]() ![]() | |
Algorithm 7.3: Newton's method, n variables.
Implementation of algorithm 7.3 of [1]
Definition in file newtonNVariables.m.
function newtonNVariables | ( | in | obj, |
in | x0, | ||
in | eps, | ||
in | maxiter | ||
) |
Applies Newton's algorithm to solve where
.
obj | the name of the Octave function defining F(x) and its Jacobian |
x0 | the starting point |
eps | algorithm stops if ![]() |
maxiter | maximum number of iterations (Default: 100) |