MATLAB Codes in Optimization Algorithms
This is my repository for gathering optimization algorithm codes in MATLAB: link.
This is a part of my works in CUEE505 Introduction to Optimization Techniques, Dept. of EE, Chulalongkorn University.
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Newton’s line search algorithm. (
newton_search_1var
) link. -
Golden section line search algorithm. (
golden_section_search
) link. -
Newton’s method to find a root of a system of equations. (
newton_root_finding
) link. -
Searching for a minimizer of a 2-variable function. (
minimizer_search_2var
): This work uses Newton’s method to find search directions for finding a minimizer. The line search algorithm is the golden section search. If Newton’s method does not work, use the steepest descent instead. link. -
BFGS algorithm for finding a minimizer of a 2-variable function. (
BFGS_algorithm
): This work uses the BFGS algorithm for finding a minimizer. The line search uses a strong backtrack search, which is brought from Numerical Optimization by Jorge Nocedal and Stephen J. Wright. link. -
Conjugate gradient method for finding a minimizer of a 2-variable function (
conjugate_gradient_method
): This work uses the conjugate gradient method for finding a minimizer. The line search also uses a strong backtrack search from Numerical Optimization by Jorge Nocedal and Stephen J. Wright. You can choose either the Fletcher-Reeves or Polak-Ribiere method by indicating theoption
in the function ofCG.m
. link.