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authorHarpreet2016-09-03 00:34:27 +0530
committerHarpreet2016-09-03 00:34:27 +0530
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parentd19794fb80a271a4c885ed90f97cfc12baa012f2 (diff)
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+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 =========//