Optimization

341Appendix B

temp(i) = x(i) + delx;

temp(j) = x(j) - delx;

term2 = func_multivar(temp);

temp = x;

temp(i) = x(i) - delx;

temp(j) = x(j) + delx;

term3 = func_multivar(temp);

temp = x;

temp(i) = x(i) - delx;

temp(j) = x(j) - delx;

term4 = func_multivar(temp);

sec_deriv(i,j) = (term1-term2-term3+term4)/(4*delx^2);

end

end

end

%

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% MATLAB code modified_newton.m

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%

% n_of_var -> number of design variables

% x = [-3 2] -> starting value of x

% epsilon1, epsilon2 -> constant used for terminating

% the algorithm

% delx -> required for gradient computation

% falpha_prev -> function value at first/previous iteration

% deriv -> ...