DFP quasi Newton method

It solves an optimization problem by DFP quasi Newton method.
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Updated 11 Nov 2019

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The script quasi_newton_dfp.m optimizes a general multi variable real valued function using DFP quasi Newton method. During the iterations if optimum step length is not possible then it takes a fixed step length as 1. For the theory any good book on optimization techniques can be consulted. This script is also useful in checking whether a given function is convex or concave and hence globally optimizable.
If the function is of dimension 2 and is convex then it works as classical Newton method giving one step convergence.

Cite As

Bapi Chatterjee (2024). DFP quasi Newton method (https://www.mathworks.com/matlabcentral/fileexchange/23543-dfp-quasi-newton-method), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
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Version Published Release Notes
1.0.0.0