SIAM: FR18 Iterative Methods for Optimization Matlab CodeIterative Methods for Optimization C.T. Kelley Frontiers in Applied Mathematics 18 Matlab Code Iterative Methods for Optimization: Matlab Codes README : Curtent status. Compressed tar file with all matlab codes. Line Search Methods: steep.m : Steepest Descent gaussn.m : Damped Gauss-Newton bfgswopt.m : BFGS, low storage Polynomial line search routines: polyline.m , polymod.m Numerical Derivatives:
Peter Carbonetto
http://www.mathkb.com/
