Discover MakerZone

MATLAB and Simulink resources for Arduino, LEGO, and Raspberry Pi test

Learn more

Discover what MATLAB® can do for your career.

Opportunities for recent engineering grads.

Apply Today

MATLAB Academy

New to MATLAB?

Learn MATLAB today!

Problem 493. Quasi-Newton Method for Unconstrained Minimization using BFGS Update

Created by Robert Canfield

Write a function to find the values of a design variable vector, x, that minimizes an unconstrained scalar objective function, f, given a function handle to f and its gradient, a starting guess, x0, a gradient tolerance, TolGrad, and a maximum number of iterations, MaxIter, using the Quasi-Newton (Secant) Method. Initialize the Hessian approximation as an identity matrix. Update the Hessian matrix approximation using the BFGS update formula.

Problem Group

Solution Statistics

20 correct solutions 23 incorrect solutions
Last solution submitted on Mar 09, 2016