2 %> Runs BFGS with line search (Algorithm 13.1) [\ref
bfgs] on the Rosenbrock problem.
4 %> \note Calls \ref
bfgs 8 %> @author <a href=
"http://people.epfl.ch/michel.bierlaire">Michel Bierlaire</a>
9 %> @date Sat Mar 21 16:44:17 2015
14 [solution, iteres, niter] =
bfgs(
'exRosenbrock',x0,1.0e-11) ;
function bfgs(in obj, in x0, in eps, in maxiter)
Applies BFGS algorithm with line search to solve where .