Write a MATLAB program

Write a MATLAB program to implement the quasi-Newton algorithm for general functions. Use the secant method for the line search. Test the various update formulas for Hk on Rosenbrock’s function, with an initial condition x0 = [-2, 2]’.
Reinitialize the update direction to the negative gradient every six iterations (set H = I when mod(k,6) == 0).

Leave a Reply

Your email address will not be published. Required fields are marked *