summaryrefslogtreecommitdiff
path: root/code/fminsearch/FletcherPowell.sce
diff options
context:
space:
mode:
authorRemyaDebasis2018-07-23 20:01:22 +0530
committerRemyaDebasis2018-07-23 20:01:22 +0530
commit69460c03b8b53068d60fd08d3180efc91e627603 (patch)
tree1689256f9ca4b9ce8076d3da8d5dac1b76963859 /code/fminsearch/FletcherPowell.sce
parentf2539f26af7794da4ea4ccd8ae5ec2c753e94212 (diff)
downloadFOT_Examples-69460c03b8b53068d60fd08d3180efc91e627603.tar.gz
FOT_Examples-69460c03b8b53068d60fd08d3180efc91e627603.tar.bz2
FOT_Examples-69460c03b8b53068d60fd08d3180efc91e627603.zip
added code files
Diffstat (limited to 'code/fminsearch/FletcherPowell.sce')
-rw-r--r--code/fminsearch/FletcherPowell.sce65
1 files changed, 65 insertions, 0 deletions
diff --git a/code/fminsearch/FletcherPowell.sce b/code/fminsearch/FletcherPowell.sce
new file mode 100644
index 0000000..b3b4971
--- /dev/null
+++ b/code/fminsearch/FletcherPowell.sce
@@ -0,0 +1,65 @@
+// This is an example for unconstraint nonlinear problems.
+// Ref:R.fletcher and M.J.D Powell, A Rapidly Convergent Descent Method for Minimization Algorithms, Computer journal, Vol. 6, pp. 163-168, 1963
+//Example:
+//f(x1,x2,x3) = 100*((x3 - 10*theta(x1,x2))^2 + (sqrt(x1^2 + x1^2) - 1)^2) + x3^2
+//theta(x1,x2) = (atan(x(2)/x(1)))/(2*%pi) if x(1)>0
+// = %pi + atan(x(2)/x(1)) if x(1)<0
+//======================================================================
+// 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:Debasis Maharana
+// Organization: FOSSEE, IIT Bombay
+// Email: toolbox@scilab.in
+//======================================================================
+clc;
+
+clc;clear;close
+
+function y = FletcherPowell(x)
+ if (x(1)>0)
+ theta_x1x2 = (atan(x(2)/x(1)))/(2*%pi);
+ elseif (x(1)<0)
+ theta_x1x2 = %pi + atan(x(2)/x(1));
+ end
+ y = 100*( (x(3) - 10*theta_x1x2 ).^2 + (sqrt(x(1)^2 + x(2)^2) - 1)^2) + x(3)^2;
+endfunction
+
+X0 = [-1 0 0];
+MFes = 500;
+Miter = 200;
+TF = 1D-10;
+TX = 1D-10;
+mprintf('The following settings are used\n Maximum iterations %d \n maximum functional exaluations %d\n Function tolerance %s \n variable tolerance %s ',Miter,MFes,string(TF),string(TX));
+input('Press enter to proceed ')
+clc;
+mprintf('Scilab is solving the problem...')
+
+options = optimset ("MaxFunEvals",MFes,"MaxIter",Miter,"PlotFcns",optimplotfval,"TolFun",TF,"TolX",TX);
+
+[x,fval,exitflag,output] = fminsearch(FletcherPowell,X0,options)
+clc
+select exitflag
+case -1
+ disp(output.algorithm, 'Algorithm used')
+ mprintf('\n The maximum number of iterations has been reached \n')
+ mprintf('\n The number of iterations %d ',output.iterations)
+ mprintf('\n The number of function evaluations %d',output.funcCount)
+case 0
+ disp(output.algorithm, 'Algorithm used ')
+ mprintf('\n The maximum number of function evaluations has been reached \n')
+ mprintf('\n The number of function evaluations %d',output.funcCount)
+ mprintf('\n The number of iterations %d ',output.iterations)
+
+case 1
+ disp(output.algorithm, 'Algorithm used ')
+ mprintf('\n The tolerance on the simplex size and function value delta has been reached\n')
+ mprintf('\n The number of function evaluations %d',output.funcCount)
+ mprintf('\n The number of iterations %d ',output.iterations)
+end
+
+disp(x,"The optimal solution is")
+mprintf("\n The optimum value of the function is %s",string(fval))