Optimization: principles and algorithms, by Michel Bierlaire
chap12
run0508tr.m
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%> \file
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%> Runs example 5.8 with Newton
's method with trust region (Tables 12.1, 12.2, 12.3)
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%>
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%> @ingroup Running
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%> @ingroup chap12
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%> @author Michel Bierlaire
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%> @date Sat Mar 21 16:07:37 2015
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x0 = [1 ; 1] ;
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printf("Dogleg, Delta 0 = 10\n") ;
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delta0 = 10 ;
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[solution,iteres,niter] = newtonTrustRegion('
ex0508
',x0,delta0,1.0e-11);
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format short e
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iteres(1:niter,:)
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solution
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format
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niter
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printf("Dogleg, Delta 0 = 1\n") ;
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delta0 = 1 ;
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[solution,iteres,niter] = newtonTrustRegion('
ex0508
',x0,delta0,1.0e-11);
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format short e
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iteres(1:niter,:)
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solution
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format
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niter
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printf("Truncated CG, Delta 0 = 10\n") ;
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delta0 = 10 ;
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[solution,iteres,niter] = newtonTrustRegion('
ex0508
',x0,delta0,1.0e-11,1);
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format short e
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iteres(1:niter,:)
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solution
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format
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niter
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ex0508
function ex0508(in x)
Example 5.8 in .
Copyright 2015-2018
Michel Bierlaire