1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
|
//Reference: Ernesto P. Adorio and U.P. Diliman,"MVF - Multivariate Test Functions
//Library in C for Unconstrained Global Optimization",2005,
//http://www.geocities.ws/eadorio/mvf.pdf, Last accessed, 11th June 2018
//Example: The 2-dimensional function mvfChichinadze computes
//f = x1^2 - 12*x1 + 11 + 10*cos(%pi/2*x1)) + 8*sin(5*%pi*x1)) - 1/sqrt(5)*exp(-(x2)-0.5)^2/2)
//with domain −30 ≤ x0 ≤ 30, −10 ≤ x1 ≤ 10. The global minimum is 43.3159 at (5.90133, 0.5).
//
clc;
//Objective Function
function f = Chichinadze(x)
f = x(1)^2 - 12*x(1) + 11 + 10*cos(%pi/2*x(1)) + 8*sin(5*%pi*x(1)) - 1/sqrt(5)*exp(-(x(2)-0.5)^2/2)
endfunction
//Lower bound on the variables
x1 = [-30 -10];
//Upper bound on the variables
x2 = [30 10];
Maxit = 1500;
CPU = 100;
Tolx = 1e-6;
mprintf('The termination criteria is as follows: Maximum Iterations = %d, Maximum CPU time = %d, Tolerance on solution = %f',Maxit,CPU,Tolx);
//Options structure
options=list("MaxIter",Maxit,"CpuTime", CPU,"TolX",Tolx)
[xopt,fopt,exitflag,output,lambda]=fminbnd(Chichinadze,x1,x2,options)
// Result representation
clc;
select exitflag
case 0
disp("Optimal Solution Found")
disp(xopt',"The optimum solution obtained is")
disp(fopt,"The objective function value is")
case 1
disp("Maximum Number of Iterations Exceeded. Output may not be optimal")
disp(xopt,"The solution obtained")
f = Chichinadze(xopt)
disp(f,"The objective function value is")
case 2
disp("Maximum CPU Time exceeded. Output may not be optimal")
disp(xopt,"The solution obtained")
f = Chichinadze(xopt)
disp(f,"The objective function value is")
case 3
disp("Stop at Tiny Step")
disp(xopt,"The solution obtained")
f = Chichinadze(xopt)
disp(f,"The objective function value is")
case 4
disp("Solved To Acceptable Level")
disp(xopt,"The solution obtained")
f = Chichinadze(xopt)
disp(f,"The objective function value is")
case 5
disp("Converged to a point of local infeasibility")
disp(xopt,"The solution obtained")
f = Chichinadze(xopt)
disp(f,"The objective function value is")
end
disp(output)
|
