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Matlab interface for Truncated Newton optimization
by Eka
An interface for http://js2007.free.fr/code/index.html#TNC
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| example.m |
% Test the "tn" Matlab interface on the Hock & Schittkowski test problem
% #38. See: Willi Hock and Klaus Schittkowski. (1981) Test Examples for
% Nonlinear Programming Codes. Lecture Notes in Economics and Mathematical
% Systems Vol. 187, Springer-Verlag.
% The starting point.
x0 = [1 1]; % The starting point.
lb = [-1e6 -1e6]; % Lower bound on the variables.
ub = [+1e6 +1e6]; % Upper bound on the variables.
% ganti cara call-nya !
x = tn(x0,lb,ub,'computeObjective','computeGradient',...
[],'maxCGit',7,'maxnfeval',200000);
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