// 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))