Optimization: principles and algorithms, by Michel Bierlaire
chap12
runIntersectionTrustRegion.m
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%> \file
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%> Run to illustrate algorithm 12.1
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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 15:41:35 2015
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%> @note Calls \ref
intersectionTrustRegion
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delta = 2.0 ;
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x = [ 1 ; 0 ] ;
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d = [0 ; 1];
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lambda =
intersectionTrustRegion
(x,d,delta)
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d = [1 ; 0];
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lambda =
intersectionTrustRegion
(x,d,delta)
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x = [0 ; 0] ;
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d = [12.34 ; -23.4] ;
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lambda =
intersectionTrustRegion
(x,d,delta)
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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