newton.m

基于matlab的约束非线性规划算法库

function [p, r, lambda, betak, term] = Newton(ffunc,cfunc,X,f,c,params)
%Call: [p r lambda betak term] = Newton('ffunc','cfunc',X);
%Compute p, the search direction from Newtons method
%MORE to come
%
G=hessian(ffunc,X,f,params)
%Compute a Lagrange vector estimate lambda
%
lambda=ones(length(c),1);
%This hessian computation only works for equality constrained problems.
%For ineq-prob. Aset and Abounds should be supplied
H=hessian(cfunc,X,lambda,params)