Optimization: principles and algorithms, by Michel Bierlaire
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Algorithm 11.3: Exact line search using quadratic interpolation. More...
Go to the source code of this file.
Functions | |
function | quadraticInterpolation (in obj, in delta, in eps) |
Find a local minimum of the problem ![]() ![]() | |
Algorithm 11.3: Exact line search using quadratic interpolation.
Implementation of algorithm 11.3 of [1]
Definition in file quadraticInterpolation.m.
function quadraticInterpolation | ( | in | obj, |
in | delta, | ||
in | eps | ||
) |
Find a local minimum of the problem , where
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obj | the name of the Octave function defining h(x) |
delta | the parameter to initialize the line search. Must be such that ![]() |
eps | tolerance. |