Home / Questions / Write a program to implement the quasi-Newton algorithm for general functions. Use the secant...
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).
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