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
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
|
// 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_2()
filename = "nmplot_han2.sce";
dname = get_absolute_file_path(filename);
mprintf(_("Illustrates the 2nd counter example given by Han et al.\n"));
//
// han2 --
// Compute the cost function from the Han Phd Thesis
// which exhibits a failure of the NM method.
// Reference
// Algorithms in Unconstrained Optimization
// Han, Lixing
// 2000
// Ph.D., The University of Connecticut
//
function [ f , index ] = han2 ( x , index )
if abs(x(2)) <= 1.0 then
rho = 0.0
elseif x(2) > 1.0 then
rho = x(2) - 1
else
rho = -x(2) - 1
end
f = x(1)^2 + rho;
endfunction
function y = han2C ( x1 , x2 )
y = han2 ( [x1 , x2] , 2 )
endfunction
coords0 = [
0. 0.5
0. -0.5
1. 0.];
mprintf(_("Creating nmplot object ...\n"));
nm = nmplot_new ();
nm = nmplot_configure(nm, "-numberofvariables", 2);
nm = nmplot_configure(nm, "-function", han2);
nm = nmplot_configure(nm, "-x0", [1.0 1.0]');
nm = nmplot_configure(nm, "-maxiter", 50);
nm = nmplot_configure(nm, "-maxfunevals", 300);
nm = nmplot_configure(nm, "-tolfunrelative", 10*%eps);
nm = nmplot_configure(nm, "-tolxrelative", 10*%eps);
nm = nmplot_configure(nm, "-simplex0method", "given");
nm = nmplot_configure(nm, "-coords0", coords0);
//
// 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
//
mprintf(_("Plotting contour (please wait) ...\n"));
xmin = -0.2 ;
xmax = 1.2 ;
ymin = -1.5 ;
ymax = 1.5 ;
nx = 50 ;
ny = 50;
scf();
xset("fpf"," ")
drawlater();
xdata=linspace(xmin,xmax,nx);
ydata=linspace(ymin,ymax,ny);
contour ( xdata , ydata , han2C , [0.1 0.2 0.5 1.0 1.5 1.9] )
nmplot_simplexhistory ( nm );
drawnow();
demo_viewCode(filename);
//
// Cleanup
deletefile(simplexfn);
nm = nmplot_destroy(nm);
mprintf(_("End of demo.\n"));
endfunction
demo_nmplot_2()
clear demo_nmplot_2;
|
