Optimization: principles and algorithms, by Michel Bierlaire
chap11
runRosenbrockNewtonLineSearch.m
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%> \file
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%> Runs Newton
's method with line search (Algorithm 11.8) [\ref newtonLineSearch] on the Rosenbrock problem.
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%>
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%> \note Calls \ref newtonLineSearch
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%>
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%> @ingroup Running
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%> @ingroup chap11
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%> @author <a href="http://people.epfl.ch/michel.bierlaire">Michel Bierlaire</a>
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%> @date Sat Mar 21 12:51:55 2015
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%>
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x0 = [-1.5 ; 1.5] ;
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[solution, iteres, niter] = newtonLineSearch('
exRosenbrock
',x0,1.0e-15,10000) ;
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format short e
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iteres(1:niter,:)
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solution
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format
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niter
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exRosenbrock
function exRosenbrock(in x)
Example presented in Section 11.6 of .
Copyright 2015-2018
Michel Bierlaire