Optimization: principles and algorithms, by Michel Bierlaire
runIntersectionTrustRegion.m
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1 %> \file
2 %> Run to illustrate algorithm 12.1
3 %>
4 %> @ingroup Running
5 %> @ingroup chap12
6 %> @author Michel Bierlaire
7 %> @date Sat Mar 21 15:41:35 2015
8 
9 %> @note Calls \ref intersectionTrustRegion
10 
11 delta = 2.0 ;
12 x = [ 1 ; 0 ] ;
13 d = [0 ; 1];
14 lambda = intersectionTrustRegion(x,d,delta)
15 
16 d = [1 ; 0];
17 lambda = intersectionTrustRegion(x,d,delta)
18 
19 x = [0 ; 0] ;
20 d = [12.34 ; -23.4] ;
21 lambda = intersectionTrustRegion(x,d,delta)
22 2/norm(d)
intersectionTrustRegion
function intersectionTrustRegion(in x, in d, in delta)
Calculate the step along a direction that is on the border of the trust region centered at 0...
Copyright 2015-2018 Michel Bierlaire