newton.m

来自「线性规划 包括单纯形法」· M 代码 · 共 13 行

%-----------Newton法求解-------------%
function Newton = Newton(x0,region,N)
eps = 1/10^6;
x = x0;
hessen = eye(N);
while(dist(gradonef(x),N) > eps)
    hessen = gradtwof(x);
    pk = -gradonef(x)*inv(hessen);
    [fmin t] = Golden([region(1),region(2)],x,pk);
    x = x + t*pk;
end
x
fmin = fun(x)