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Code covered by the BSD License

1.0

1.0 | 2 ratings Rate this file 4 Downloads (last 30 days) File Size: 2.46 KB File ID: #23106

convexchecker

25 Feb 2009 (Updated 13 Mar 2009)

It checks real valued multidimensional function, whether it is convex.

File Information
Description	This script may be easily converted to a function which could be an extremely useful subroutine in optimization problems to check whether the objective function is globally convex. It may also be used to derive the expressions for gradient and Hessian of the given multidimensional real valued function along with giving their values at the point entered. It uses Sylvester's criterion to check positive definiteness of the Hessian, as it checks whether all the principal minors of the Hessian are positive.
Required Products	Symbolic Math Toolbox
MATLAB release	MATLAB 7 (R14)

Tags for This File
Everyone's Tags	convex, finance, gradient, hessian, mathematical programming, matrix, optimization, positive definite
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Comments and Ratings (2)
25 Feb 2009	Petter	This is not a function, just a script with no help files and no comments. I also got error messages when I tried to run it.
26 Feb 2009	us	in its current form, this submission is spam: - no help - no comments - no suggestions during runtime when inscrutable errors occur - and -most tedious- it clears the workspace without warning us

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Updates
26 Feb 2009	Actually there were no problems as such in the code except perhaps no help description was written. Now a good help description has been written. Also robust error checks have been added.
26 Feb 2009	A very small mistake was rectified.
13 Mar 2009	A small error was rectified