A New Algorithm To Solve Calculus Of Variations Problems Using Wolfe's Convergence Theory Part II Implementation

In a compa nion paper (A new algorithm to solve calculus of variations problems using Wolfe's convergence theory. Part I: Theory and algorithm), a new a lgorithm with the proper ties of guaranteed finite term in ati on and global co nvergence was p roposed to so lve calculus of variations problems. A detailed impleme ntation of the algori thm is presented here . Th e impl ementat ion proposes a variable dimension method and incorp orat es a stable procedure to solve for the descent search direction . Numerical examples are given to illustrate the algorithm