Optimization: principles and algorithms, by Michel Bierlaire
run0508sr1.m
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1 %> \file
2 %> Runs example 5.8 with SR1 method with trust region (Tables 13.3 et 13.4)
3 %>
4 %> @ingroup Running
5 %> @ingroup chap13
6 %> @author Michel Bierlaire
7 %> @date Sat Mar 21 16:38:51 2015
8 
9 %> @note Calls \ref symmetricRankOne
10 
11 x0 = [1 ; 1] ;
12 delta0 = 10 ;
13 printf("Dogleg\n") ;
14 [solution,iteres,niter] = symmetricRankOne('ex0508',x0,delta0,1.0e-10,0,1000) ;
15 format short e
16 iteres(1:niter,:)
17 solution
18 format
19 niter
20 
21 
22 printf("Truncated CG\n") ;
23 [solution,iteres,niter] = symmetricRankOne('ex0508',x0,delta0,1.0e-10,1,1000) ;
24 format short e
25 iteres(1:niter,:)
26 solution
27 format
28 niter
29 
30 
ex0508
function ex0508(in x)
Example 5.8 in .
symmetricRankOne
function symmetricRankOne(in obj, in x0, in delta0, in eps, in tr)
Applies SR1 algorithm with trust region to solve where . The parameters of the method are taken from...
Copyright 2015-2018 Michel Bierlaire