|
- function [x_vals, f_vals, k] = method_newton(f, grad_f, hessian_f, xk, tol, max_iter, mode)
- % f: Objective function
- % grad_f: Gradient of the function
- % hessian_f: Hessian of the function
- % x0: Initial point [x0, y0]
- % tol: Tolerance for stopping criterion
- % max_iter: Maximum number of iterations
-
- % x_vals: Vector with the (x,y) values until minimum
- % f_vals: Vector with f(x,y) values until minimum
- % k: Number of iterations
-
-
- if strcmp(mode, 'armijo') == 1
- gamma_f = @(f, grad_f, dk, xk) gamma_armijo(f, grad_f, dk, xk);
- elseif strcmp(mode, 'minimized') == 1
- gamma_f = @(f, grad_f, dk, xk) gamma_minimized(f, grad_f, dk, xk);
- else % mode == 'fixed'
- gamma_f = @(f, grad_f, dk, xk) gamma_fixed(f, grad_f, dk, xk);
- end
-
- x_vals = xk; % Store iterations
- f_vals = f(xk(1), xk(2));
-
- for k = 1:max_iter
- grad = grad_f(xk(1), xk(2));
-
- % Check for convergence
- if norm(grad) < tol
- break;
- end
- hess = hessian_f(xk(1), xk(2));
-
- % Solve for search direction using Newton's step
- dk = - inv(hess) * grad;
-
- % Calculate gamma
- gk = gamma_f(f, grad_f, dk, xk);
-
- x_next = xk + gk * dk'; % Update step
- f_next = f(x_next(1), x_next(2));
-
- xk = x_next; % Update point
- x_vals = [x_vals; x_next]; % Store values
- f_vals = [f_vals; f_next]; % Store function values
- end
- end
|