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author | Harpreet | 2016-08-04 15:25:44 +0530 |
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committer | Harpreet | 2016-08-04 15:25:44 +0530 |
commit | 9fd2976931c088dc523974afb901e96bad20f73c (patch) | |
tree | 22502de6e6988d5cd595290d11266f8432ad825b /demos/intfminunc.dem.sce | |
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Diffstat (limited to 'demos/intfminunc.dem.sce')
-rw-r--r-- | demos/intfminunc.dem.sce | 49 |
1 files changed, 49 insertions, 0 deletions
diff --git a/demos/intfminunc.dem.sce b/demos/intfminunc.dem.sce new file mode 100644 index 0000000..97cbb2d --- /dev/null +++ b/demos/intfminunc.dem.sce @@ -0,0 +1,49 @@ +mode(1) +// +// Demo of intfminunc.sci +// + +//Find x in R^2 such that it minimizes the Rosenbrock function +//f = 100*(x2 - x1^2)^2 + (1-x1)^2 +//Objective function to be minimised +function y= f(x) +y= 100*(x(2) - x(1)^2)^2 + (1-x(1))^2; +endfunction +//Starting point +x0=[-1,2]; +intcon = [2] +//Options +options=list("MaxIter", [1500], "CpuTime", [500]); +//Calling +[xopt,fopt,exitflag,gradient,hessian]=intfminunc(f,x0,intcon,options) +// Press ENTER to continue +halt() // Press return to continue + +//Find x in R^2 such that the below function is minimum +//f = x1^2 + x2^2 +//Objective function to be minimised +function y= f(x) +y= x(1)^2 + x(2)^2; +endfunction +//Starting point +x0=[2,1]; +intcon = [1]; +[xopt,fopt]=intfminunc(f,x0,intcon) +// Press ENTER to continue +halt() // Press return to continue + +//The below problem is an unbounded problem: +//Find x in R^2 such that the below function is minimum +//f = - x1^2 - x2^2 +//Objective function to be minimised +function [y,g,h] = f(x) +y = -x(1)^2 - x(2)^2; +g = [-2*x(1),-2*x(2)]; +h = [-2,0;0,-2]; +endfunction +//Starting point +x0=[2,1]; +intcon = [1] +options = list("gradobj","ON","hessian","on"); +[xopt,fopt,exitflag,gradient,hessian]=intfminunc(f,x0,intcon,options) +//========= E N D === O F === D E M O =========// |