Optimization: principles and algorithms, by Michel Bierlaire
chap12
run1203tcg.m
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%> \file
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%> Runs example 12.3
for
the truncated conjugate gradients 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 15:50:29 2015
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%> @note Calls \ref
truncatedConjugateGradient
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xcurrent = [ 9 ; 1] ;
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[f,g,H] =
ex1101
(xcurrent) ;
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delta = 4 ;
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[dstar,type] =
truncatedConjugateGradient
(g,H,delta)
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printf(
"Norm of dstar: %15.8f\n"
,norm(dstar)) ;
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printf(
"Next iterate: (%15.8f, %15.8f)'\n"
,xcurrent + dstar) ;
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delta = 12 ;
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[dstar,type] =
truncatedConjugateGradient
(g,H,delta)
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printf(
"Norm of dstar: %15.8f\n"
,norm(dstar)) ;
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printf(
"Next iterate: (%15.8f, %15.8f)'\n"
,xcurrent + dstar) ;
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ex1101
function ex1101(in x)
Example 11.1 in .
truncatedConjugateGradient
function truncatedConjugateGradient(in g, in H, in delta)
Given a current iterate , consider the trust region subproblem subject to Apply the truncated conju...
Copyright 2015-2018
Michel Bierlaire