2 files changed, 138 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))
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))