DFP quasi Newton method (Scripts) Publisher's description
from Bapi Chatterjee
The script quasi_newton_dfp.m optimizes a general multi variable real valued function using DFP quasi Newton method
The script quasi_newton_dfp.m optimizes a general multi variable real valued function using DFP quasi Newton method. During the iterations if optimum step length is not possible then it takes a fixed step length as 1. For the theory any good book on optimization techniques can be consulted. This script is also useful in checking whether a given function is convex or concave and hence globally optimizable.
If the function is of dimension 2 and is convex then it works as classical Newton method giving one step convergence.
System Requirements:MATLAB 7 (R14)
Program Release Status: New Release
Program Install Support: Install and Uninstall