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Diffstat (limited to 'code/fminsearch/Brownsfunc.sci')
-rw-r--r-- | code/fminsearch/Brownsfunc.sci | 73 |
1 files changed, 73 insertions, 0 deletions
diff --git a/code/fminsearch/Brownsfunc.sci b/code/fminsearch/Brownsfunc.sci new file mode 100644 index 0000000..e64a650 --- /dev/null +++ b/code/fminsearch/Brownsfunc.sci @@ -0,0 +1,73 @@ +// This is an example for unconstraint nonlinear problems. +//Ref:J. J. More, B. S. Garbow, and K. E. Hillstrom, Testing unconstrained optimization software, ACM Transactions on Mathematical Software, Vol. 7, No. 1, pp. 17–41, 1981. +//Example: +//f(x1,x2) = (x1 - 10^6)^2 + (x2 - 2*10^-6)^2 + (x1*x2 - 2)^2; +//====================================================================== +// 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;close + +function y = Brownsfunc(x) + y = (x(1)-1d6)^2 + (x(2)-2*1D-6)^2 + (x(1)*x(2)-2)^2 +endfunction + +function stop=outfun(x, optimValues, state) + subplot(1,2,1) + plot(optimValues.funccount,optimValues.fval,'r.'); + xlabel('function count');ylabel('Objective value') + + subplot(1,2,2) + plot(optimValues.funccount,x(1),'r.'); + plot(optimValues.funccount,x(2),'b.'); + legend(['X1','X2']) + set(gca(),"auto_clear","off") + xlabel('function count');ylabel('variable values') + + stop = %f +endfunction + +X0 = [1 1]; +MFes = 500; +Miter = 200; +TF = 1D-6; +TX = 1D-6; +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)); +mprintf('\nThe initial guess is x1 = %f and x2 = %f',X0(1),X0(2)) +input('Press enter to proceed ') +clc; +mprintf('Scilab is solving the problem...') + +options = optimset ("MaxFunEvals",MFes,"MaxIter",Miter,"TolFun",TF,"TolX",TX, "OutputFcn" , outfun); + +[x,fval,exitflag,output] = fminsearch(Brownsfunc,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)) |