// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab // Copyright (C) 2008-2009 - INRIA - Michael Baudin // Copyright (C) 2010 - DIGITEO - Allan CORNET // Copyright (C) 2011 - DIGITEO - Michael Baudin // Copyright (C) 2012 - Scilab Enterprises - Adeline CARNIS // // 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_V2.1-en.txt function demo_nmplot_qvariable() filename = "nmplot_quadratic.variable.sce"; dname = get_absolute_file_path(filename); mprintf(_("Illustrates that the variable-shape Nelder-Mead algorithm performs well on a quadratic test case.\n")); mprintf(_("Defining quadratic function ...\n")); function [ y , index ] = quadratic ( x , index ) y = x(1)^2 + x(2)^2 - x(1) * x(2); endfunction function y = quadraticC ( x1 , x2 ) y = quadratic ( [x1 , x2] , 2 ) endfunction mprintf(_("Creating nmplot object...\n")); nm = nmplot_new (); nm = nmplot_configure(nm, "-numberofvariables",2); nm = nmplot_configure(nm, "-function",quadratic); nm = nmplot_configure(nm, "-x0",[2.0 2.0]'); nm = nmplot_configure(nm, "-maxiter",100); nm = nmplot_configure(nm, "-maxfunevals",300); nm = nmplot_configure(nm, "-tolxmethod",%f); nm = nmplot_configure(nm, "-tolsimplexizerelative",1.e-8); nm = nmplot_configure(nm, "-simplex0method","spendley"); // // Setup output files // simplexfn = TMPDIR + filesep() + "history.simplex.txt"; nm = nmplot_configure(nm, "-simplexfn",simplexfn); // // Perform optimization // mprintf(_("Searching (please wait) ...\n")); nm = nmplot_search(nm); // // Print a summary // exec(fullfile(dname,"nmplot_summary.sci"),-1); nmplot_summary(nm) // // Plot the contours of the cost function and the simplex history mprintf(_("Plotting contour (please wait) ...\n")); nm = nmplot_configure(nm, "-verbose", 0); xmin = -2.0 ; xmax = 4.0 ; ymin = -2.0 ; ymax = 4.0 ; nx = 50 ; ny = 50; xdata=linspace(xmin,xmax,nx); ydata=linspace(ymin,ymax,ny); scf() drawlater(); contour ( xdata , ydata , quadraticC , [0.1 1.0 2.0 5.0 10.0 15.0 20.0] ) nmplot_simplexhistory ( nm ); drawnow(); demo_viewCode(filename); // Clean-up deletefile(simplexfn); nm = nmplot_destroy(nm); mprintf(_("End of demo.\n")); endfunction demo_nmplot_qvariable(); clear demo_nmplot_qvariable;