Implementation of Numeric Optimization Algorithms

Project developed in the post-grad course discipline "Numeric Optimization" at Federal University of Santa Catarina.

• Analysis Comparative Report (in portuguese)

• Main routine: main.m

• Show results: resultados.m

Implemented methods:

• Newton Gradient Descent: gradiente.m
• Quasi-Newton: qnewton.m
• Newton Conjugate-Gradient: gcnewton.m

Search direction methods:

• Conjugate-Gradient Direction: gcl.m
• Backtracking line search: btls.m

Main Reference:

Numerical Optimization (Jorge Nocedal and Stephen J. Wright), Springer, 2006.