Optimization: principles and algorithms, by Michel Bierlaire
Functions
newtonOneVariable.m File Reference

Algorithm 7.2: Newton's method, one variable. More...

Go to the source code of this file.

Functions

function newtonOneVariable (in obj, in x0, in eps, in maxiter)
 Applies Newton's algorithm to solve $F(x)=0$ where $F:\mathbb{R}\to\mathbb{R} $. More...
 

Detailed Description

Algorithm 7.2: Newton's method, one variable.

Implementation of algorithm 7.2 of [1]

Author
Michel Bierlaire
Date
Wed Mar 18 18:44:56 2015

Definition in file newtonOneVariable.m.

Function Documentation

◆ newtonOneVariable()

function newtonOneVariable ( in  obj,
in  x0,
in  eps,
in  maxiter 
)

Applies Newton's algorithm to solve $F(x)=0$ where $F:\mathbb{R}\to\mathbb{R} $.

Note
Tested with run0703.m
Tested with run0704.m
Tested with run0705.m
Parameters
objthe name of the Octave function defining F(x) and its derivative
x0the starting point
epsalgorithm stops if $|F(x)| \leq \varepsilon $.
maxitermaximum number of iterations (Default: 100)
Returns
root of the function
Copyright 2015-2018 Michel Bierlaire