Jiamian-Wang / optimization

optimization

How to run

Use test.m with the pre-defined configurations.

This script conducts the optimization of quadratic(dim-100), log, and bi-quadratic functions. The gradient descent, Newton, and Q-Newton methods are applied for all of the functions.

To run the code, please:

1. specify the pathes of b, c, and A of lof funtion, i.e., in log_proj2.m grad_log.m, and hessian_log.m.
2. specify the function that would like to optimize by determing func_choose as quad_100, log, or bi_quad.