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.