// 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_rosen() filename = "nmplot_rosenbrock.fixed.sce"; dname = get_absolute_file_path(filename); mprintf(_("Illustrates that the fixed-shape Spendley et al. algorithm does NOT perform well on Rosenbrock test case.\n")); mprintf(_("Defining Rosenbrock function...\n")); function [ y , index ] = rosenbrock ( x , index ) y = 100*(x(2)-x(1)^2)^2 + (1-x(1))^2; endfunction function [ y , index ] = rosenbrockC ( x1 , x2 ) y = rosenbrock ( [x1 , x2] , 2 ) endfunction mprintf(_("Creating nmplot object ...\n")); nm = nmplot_new (); nm = nmplot_configure(nm, "-numberofvariables",2); nm = nmplot_configure(nm, "-function",rosenbrock); nm = nmplot_configure(nm, "-x0",[-1.2 1.0]'); nm = nmplot_configure(nm, "-maxiter",100); nm = nmplot_configure(nm, "-maxfunevals",300); nm = nmplot_configure(nm, "-tolfunrelative",10*%eps); nm = nmplot_configure(nm, "-tolxrelative",10*%eps); nm = nmplot_configure(nm, "-method","fixed"); // // 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")); xmin = -2.0 ; xmax = 2.0 ; ymin = -2.0 ; ymax = 2.0 ; nx = 50 ; ny = 50; xdata=linspace(xmin,xmax,nx); ydata=linspace(ymin,ymax,ny); f = scf(); drawlater(); contour ( xdata , ydata , rosenbrockC , [2 10 100 500 1000 2000] ) nmplot_simplexhistory ( nm ); drawnow(); demo_viewCode(filename); // deletefile(simplexfn); nm = nmplot_destroy(nm); mprintf(_("End of demo.\n")); endfunction demo_nmplot_rosen() clear demo_nmplot_rosen;