Project 2

Quasi-Newton methods

Problem 11.17: Write a 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).