My repository for gathering optimization algorithm codes in MATLAB

This is a part of my works in CUEE505 Introduction to Optimization Techniques, Dept. of EE, Chulalongkorn University.

• Newton line search algorithm. (newton_search_1var)
• Golden section line search algorithm. (golden_section_search)
• Newton's method to find a root of equations system. (newton_root_finding)
• Searching minimizer of 2-variable function. (minimizer_search_2var): This work uses Newton's method to find search directions for finding minimizer. The line search algorithm is golden section search. If Newton's method does not work, use the steepest descent instead.
• BFGS algorithm for finding minimizer of 2-variable function. (BFGS_algorithm): This work uses BFGS algorithm for finding minimizer. The line search uses a strong backtrack search, which is brought from Numerical Optimization by Jorge Nocedal and Stephen J. Wright.
• Conjugate gradient method for finding minimizer of 2-variable function (conjugate_gradient_method): This work uses Conjugate gradient method for finding minimizer. The line search also uses a strong backtrack search from Numerical Optimization by Jorge Nocedal and Stephen J. Wright. You can choose either Fletcher-Reeves or Polak-Ribiere method by indicating option in the function of CG.m.