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authorHarpreet2016-09-03 00:36:51 +0530
committerHarpreet2016-09-03 00:36:51 +0530
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parent4b64cf486f5c999fd8167758cae27839f3b50848 (diff)
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cbcintlinprog added
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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 =========//