diff options
Diffstat (limited to 'code')
| -rw-r--r-- | code/fminimax/Davidson2Problem.sce | 2 | ||||
| -rw-r--r-- | code/fminimax/NL_MiniMax_Problem.sce | 13 |
2 files changed, 3 insertions, 12 deletions
diff --git a/code/fminimax/Davidson2Problem.sce b/code/fminimax/Davidson2Problem.sce index e00bdc2..ea7b786 100644 --- a/code/fminimax/Davidson2Problem.sce +++ b/code/fminimax/Davidson2Problem.sce @@ -1,4 +1,4 @@ -// J.Hald, K Madsen, Reference:Combined LP and quasi-Newton methos for minimax optimization, Mathematical Programming, Springer, 1981 +// J.Hald, K Madsen, Combined LP and quasi-Newton methods 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 diff --git a/code/fminimax/NL_MiniMax_Problem.sce b/code/fminimax/NL_MiniMax_Problem.sce index 759f56b..b58881c 100644 --- a/code/fminimax/NL_MiniMax_Problem.sce +++ b/code/fminimax/NL_MiniMax_Problem.sce @@ -25,22 +25,13 @@ function f = ObjectiveFunction(X) end f1(2:5) = f(1) + 10*g(2:5); endfunction -// Non linear inequality constraints -function [C, Ceq] = NLConstraints(X) - C(1) = -(-2*X(1)^2 - 3*X(2)^4 - X(3) - 4*X(4)^2 - 5*X(5) + 127); - C(2) = -(-7*X(1) - 3*X(2) - 10*X(3)^2 - X(4) + X(5) + 282); - C(3) = -(-23*X(1) - X(2)^2 - 6*X(6)^2 + 8*X(7) + 196); - C(4) = -(-4*X(1)^2 - X(2)^2 + 3*X(1)*X(2) - 2*X(3)^2 - 5*X(6) + 11*X(7)); - C = C'; - Ceq = []; -endfunction A =[]; b = []; Aeq = []; beq = [];lb = [];ub = []; // Initial guess given to the solver -x0 = [2.33050, 1.95137, -0.47754, 4.36573, -0.62449, 1.03813, 1.59423]; +x0 = [2, 1, 0, 4, 0, 1, 1]; // Solving the solvers options = list("maxiter", 4000, "cputime", [6000]); -[x,fval,maxfval,exitflag,output,lambda] = fminimax(ObjectiveFunction,x0,A,b,Aeq,beq,lb,ub,NLConstraints,options); +[x,fval,maxfval,exitflag,output,lambda] = fminimax(ObjectiveFunction,x0,A,b,Aeq,beq,lb,ub,[],options); // Result representation clc |