), and the maximum number of iterations (N).
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Comparison of Iterative Methods for Function Minimization
Prepared by Douglas B. Meade ( meade@math.sc.edu )
20 November 2000
WWW URL: http://www.math.sc.edu/~meade/math524/maple/compare.mws
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restart;
with( linalg ):
with( plots ):
Warning, the protected names norm and trace have been redefined and unprotected
Warning, the name changecoords has been redefined
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A complete problem description includes the function to be minimized (f), its gradient (gradf), its Hessian (Hf), the initial guess (x0), the convergence criterion (
), and the maximum number of iterations (N).
Example 1: Problem #4 (p. 129 of Peressini, Sullivan, Uhl)
Example 2: Example 3.2.4 (p. 101 of Peressini, Sullivan, Uhl)
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Newton's Method for Function Minimization
Method of Steepest Descent
Broyden's Method for Function Minimization
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Summary of Results
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END OF WORKSHEET
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