Problem 493. Quasi-Newton Method for Unconstrained Minimization using BFGS Update
Write a function to find the values of a design variable vector, x, that minimizes an unconstrained scalar objective function, f, given a function handle to f and its gradient, a starting guess, x0, a gradient tolerance, TolGrad, and a maximum number of iterations, MaxIter, using the Quasi-Newton (Secant) Method. Initialize the Hessian approximation as an identity matrix. Update the Hessian matrix approximation using the BFGS update formula.
Solution Stats
Problem Comments
Solution Comments
Show commentsProblem Recent Solvers18
Suggested Problems
-
Replace NaNs with the number that appears to its left in the row.
2968 Solvers
-
36 Solvers
-
291 Solvers
-
600 Solvers
-
208 Solvers
More from this Author17
Problem Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!