File Exchange

image thumbnail

modified_newton

version 1.0.0.0 (22.8 KB) by Yaguang Yang
This software finds an optimal solution for any smooth nonlinear function provided by users.

14 Downloads

Updated 09 Oct 2015

View License

This function finds an optimal solution for unconstrained nonlinear optimization problems. It implements a globally and quadratically convergent Algorithm designed for both convex and non-convex functions proposed in: [Y. Yang, A globally and quadratically convergent algorithm with efficient implementation for unconstrained optimization, Computational and Applied Mathematics (2015) 34 (3):1219–1236.

Cite As

Yaguang Yang (2020). modified_newton (https://www.mathworks.com/matlabcentral/fileexchange/53436-modified_newton), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (2)

modified_Newton is a software package that finds an optimal solution
for any smooth nonlinear function provided by users. The main
program is modified_Newton.m

The function call is as follows:

[x,f,k] = modified_Newton(fobj,x0)

where x0 is the initial point and fobj is the objective function
which can be placed (a) in the same file of modified_Newton.m,
for example, before the main function (see modified_Newton.m)
fobj = @(x)100*(x(2)-x(1)^2)^2+(1-x(1))^2;
or (b) in a separate file in the same directory of modified_Newton.m,
for example, a file named fobj.m which looks like

function [ fobj ] = fobj( x )
%
% fobj.m defines the function to be optimized
fobj = @(x)100*(x(2)-x(1)^2)^2+(1-x(1))^2;

bykado

from which m file can we run?

MATLAB Release Compatibility
Created with R2006a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: Adaptive Robust Numerical Differentiation