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Description: ％ COMPDIR Computes a search direction in a subspace defined by Z.
％ Helper function for NLCONST.
％ Returns Newton direction if possible.
％ Returns random direction if gradient is small.
％ Otherwise, returns steepest descent direction.
％ If the steepest descent direction is small it computes a negative
％ curvature direction based on the most negative eigenvalue.
％ For singular matrices, returns steepest descent even if small.
Platform: |
Size: 1611 |
Author: 张风 |
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Description: ％ COMPDIR Computes a search direction in a subspace defined by Z.
％ Helper function for NLCONST.
％ Returns Newton direction if possible.
％ Returns random direction if gradient is small.
％ Otherwise, returns steepest descent direction.
％ If the steepest descent direction is small it computes a negative
％ curvature direction based on the most negative eigenvalue.
％ For singular matrices, returns steepest descent even if small.- COMPDIR Computes a search direction in a subspace defined by Z. Helper function for NLCONST. Returns Newton direction if possible. Returns random direction if gradient is small. Otherwise, returns steepest descent direction. If the steepest descent direction is small it computes a negative curvature direction based on the most negative eigenvalue. For singular matrices, returns steepest descent even if small.
Platform: |
Size: 1024 |
Author: 张风 |
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Description: COMPDIR computes a search direction in a subspace defined by Z.
% [SD,dirType] = compdir(Z,H,gf,nvars,f) returns a search direction for the
% subproblem 0.5*Z'*H*Z + Z'*gf. Helper function for NLCONST. SD is Newton
% direction if possible. SD is a direction of negative curvature if the
% Cholesky factorization of Z'*H*Z fails. If the negative curvature
% direction isn't negative "enough", SD is the steepest descent direction.
% For singular Z'*H*Z, SD is the steepest descent direction even if small,
% or even zero, magnitude.
Platform: |
Size: 54272 |
Author: mad_morris |
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