Newton method for single variable minimization problem implemented in Matlab

by 杨贺宏

function [xmin,ymin] = SingleVarNewtonMin( fun, fun1d, fun2d, x1 )

% SingleVarNewtonMin: Newton method for Single variable minimization.

% Input:

% fun: name of the function to optimized.

% fun1d: fun'

% fun2d: fun''

% x1: start point.

% Output:

% xmin: value of independent variable when aquire min

% ymin: minimal value of the input function.

xk = x1;

fun1d_xk = feval( fun1d, xk );

fun2d_xk = feval( fun2d, xk );

% if f'( xk ) == 0 , stop looping.

while fun1d_xk ~= 0

xkk = xk - fun1d_xk / fun2d_xk;

xk = xkk;

fun1d_xk = feval( fun1d, xk );

fun2d_xk = feval( fun2d, xk );

end

xmin = xk

ymin = feval( fun, xmin )