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Update Gradient_Conjugue_Tronque.jl

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relmonta 2020-06-17 20:59:17 +02:00 committed by GitHub
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src/Gradient_Conjugue_Tronque.jl
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@ -4,11 +4,10 @@ Minimise le problème : ``min_{||s||< \delta_{k}} q_k(s) = s^{t}g + (1/2)s^{t}Hs
# Syntaxe
```julia
sk = Gradient_Conjugue_Tronque(fk,gradfk,hessfk,option)
sk = Gradient_Conjugue_Tronque(gradfk,hessfk,option)
```
# Entrées :
* **fk** : la fonction à minimiser appliqué au point xk
* **gradfk** : le gradient de la fonction f appliqué au point xk
* **hessfk** : la Hessienne de la fonction f appliqué au point xk
* **options**
@ -22,15 +21,14 @@ sk = Gradient_Conjugue_Tronque(fk,gradfk,hessfk,option)
# Exemple d'appel:
```julia
f(x)=100*(x[2]-x[1]^2)^2+(1-x[1])^2
gradf(x)=[-400*x[1]*(x[2]-x[1]^2)-2*(1-x[1]) ; 200*(x[2]-x[1]^2)]
hessf(x)=[-400*(x[2]-3*x[1]^2)+2 -400*x[1];-400*x[1] 200]
xk = [1; 0]
options = []
s = Gradient_Conjugue_Tronque(f(xk),gradf(xk),hessf(xk),options)
s = Gradient_Conjugue_Tronque(gradf(xk),hessf(xk),options)
```
"""
function Gradient_Conjugue_Tronque(fk,gradfk,hessfk,options)
function Gradient_Conjugue_Tronque(gradfk,hessfk,options)
"# Si option est vide on initialise les 3 paramètres par défaut"
if options == []