2 %> Runs Trust region method with symmetric rank one (Algorithm 13.2) [\ref
newtonTrustRegion] on the Rosenbrock problem.
8 %> @author <a href=
"http://people.epfl.ch/michel.bierlaire">Michel Bierlaire</a>
9 %> @date Sat Mar 21 16:46:45 2015
16 [solution, iteres, niter] =
symmetricRankOne(
'exRosenbrock',x0,delta0,1.0e-8,0,1000) ;
23 printf("Truncated trust region\n") ;
function symmetricRankOne(in obj, in x0, in delta0, in eps, in tr)
Applies SR1 algorithm with trust region to solve where . The parameters of the method are taken from...
function exRosenbrock(in x)
Example presented in Section 11.6 of .
function newtonTrustRegion(in obj, in x0, in delta0, in eps, in tr)
Applies Newton's algorithm with trust region to solve where . The parameters of the method are taken...