From 392bc1326ebccd63e40cb55a82116208a54f2478 Mon Sep 17 00:00:00 2001
From: RemyaDebasis
Date: Mon, 23 Jul 2018 20:08:46 +0530
Subject: added code files

---
 code/fminimax/Davidson2Problem.sce | 52 ++++++++++++++++++++++++++++++++++++++
 1 file changed, 52 insertions(+)
 create mode 100644 code/fminimax/Davidson2Problem.sce

(limited to 'code/fminimax/Davidson2Problem.sce')

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
+
-- 
cgit