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Optimization: principles and algorithms, by Michel Bierlaire
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Algorithm 8.4: Newton's secant method, n variables. More...
Go to the source code of this file.
Functions | |
| function | secantNVariables (in obj, in x0, in eps, in maxiter) |
Applies Newton's secant algorithm to solve where . More... | |
Algorithm 8.4: Newton's secant method, n variables.
Implementation of algorithm 8.4 of [Bier17-book]
Definition in file secantNVariables.m.
| function secantNVariables | ( | in | obj, |
| in | x0, | ||
| in | eps, | ||
| in | maxiter | ||
| ) |
Applies Newton's secant algorithm to solve
where
.
| obj | the name of the Octave function defining F(x) and its Jacobian |
| x0 | the starting point |
| eps | algorithm stops if . |
| maxiter | maximum number of iterations (Default: 100) |