Optimization: principles and algorithms, by Michel Bierlaire
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Algorithm 8.2: Newton's secant method, one variable. More...
Go to the source code of this file.
Functions | |
function | secantOneVariable (in obj, in x0, in a0, in eps, in maxiter) |
Applies Newton's secant algorithm to solve ![]() ![]() | |
Algorithm 8.2: Newton's secant method, one variable.
Implementation of algorithm 8.2 of [1]
Definition in file secantOneVariable.m.
function secantOneVariable | ( | in | obj, |
in | x0, | ||
in | a0, | ||
in | eps, | ||
in | maxiter | ||
) |
Applies Newton's secant algorithm to solve where
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obj | the name of the Octave function defining F(x) |
x0 | the starting point |
a0 | the first approximation of the derivative |
eps | algorithm stops if ![]() |
maxiter | maximum number of iterations (Default: 100) |