Optimization: principles and algorithms, by Michel Bierlaire
chap12
run1203dogleg.m
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%> \file
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%> Runs example 12.3
for
the
dogleg
method
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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 15:46:29 2015
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%> @note Calls \ref
dogleg
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xcurrent = [ 9 ; 1] ;
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[f,g,H] =
ex1101
(xcurrent) ;
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delta = 1 ;
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[dstar,type] =
dogleg
(g,H,delta) ;
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xcurrent + dstar
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delta = 4 ;
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[dstar,type] =
dogleg
(g,H,delta) ;
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xcurrent + dstar
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delta = 8 ;
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[dstar,type] =
dogleg
(g,H,delta) ;
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xcurrent + dstar
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dogleg
function dogleg(in g, in H, in delta)
Given a current iterate , consider the trust region subproblem subject to Apply the Dogleg method t...
ex1101
function ex1101(in x)
Example 11.1 in .
Copyright 2015-2018
Michel Bierlaire