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author | RemyaDebasis | 2018-07-23 20:08:46 +0530 |
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committer | RemyaDebasis | 2018-07-23 20:08:46 +0530 |
commit | 392bc1326ebccd63e40cb55a82116208a54f2478 (patch) | |
tree | a98a596b8c4b64baa45966e3cc1ab75651def780 /code/fminimax/Davidson2Problem.sce | |
parent | 69460c03b8b53068d60fd08d3180efc91e627603 (diff) | |
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-rw-r--r-- | code/fminimax/Davidson2Problem.sce | 52 |
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diff --git a/code/fminimax/Davidson2Problem.sce b/code/fminimax/Davidson2Problem.sce new file mode 100644 index 0000000..e00bdc2 --- /dev/null +++ b/code/fminimax/Davidson2Problem.sce @@ -0,0 +1,52 @@ +// J.Hald, K Madsen, Reference:Combined LP and quasi-Newton methos for minimax optimization, Mathematical Programming, Springer, 1981 +// Min F = max|fi(x)| +// fi(X) = (X1 + X2*ti - exp(ti))^2 + (X3 + X4*sin(ti) - cos(ti))^2 where i varies from 1 to 20 +// ti = 0.2i +// Global optima: X* = [-12.24368 14.02180 -0.45151 -0.01052]; F* = 115.70644; +//====================================================================== +// Copyright (C) 2018 - IIT Bombay - FOSSEE +// This file must be used under the terms of the CeCILL. +// This source file is licensed as described in the file COPYING, which +// you should have received as part of this distribution. The terms +// are also available at +// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt +// Author: Remya Kommadath +// Organization: FOSSEE, IIT Bombay +// Email: toolbox@scilab.in +//====================================================================== +clc; +// Objective function +function f = ObjectiveFunction(X) + m = 20; + for i = 1:m + t(i) = 0.2*i; + f(i) = abs((X(1) + X(2)*t(i) - exp(t(i)))^2 + (X(3) + X(4)*sin(t(i)) - cos(t(i)))^2); + end +endfunction +// Initial guess to the solver +x0 = [-10 5 1 -2] + +// Run fminimax +options= list("MaxIter", 10000); +[x,fval,maxfval,exitflag,output,lambda] = fminimax(ObjectiveFunction,x0,[],[],[],[],[],[],[],options); + +// Result representation +clc; +select exitflag +case 0 + disp("Optimal Solution Found") + disp(x0,"The initial guess given to the solver") + disp(x',"The optimal solution determined by the solver") + disp(maxfval,"The optimum value of the objective function") +case 1 + disp("Maximum Number of Iterations Exceeded. Output may not be optimal") +case 2 + disp("Maximum amount of CPU Time exceeded. Output may not be optimal") +case 3 + disp("Stop at Tiny Step") +case 4 + disp("Solved To Acceptable Level") +case 5 + disp("Converged to a point of local infeasibility") +end + |