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// 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_rosenvar()
filename = "nmplot_rosenbrock.sce";
dname = get_absolute_file_path(filename);
mprintf("Illustrates the Nelder-Mead algorithm 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",200);
nm = nmplot_configure(nm,"-maxfunevals",300);
nm = nmplot_configure(nm,"-tolfunrelative",10*%eps);
nm = nmplot_configure(nm,"-tolxrelative",10*%eps);
//
// 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 = -1.0 ;
ymax = 2.5 ;
nx = 50 ;
ny = 50;
xdata=linspace(xmin,xmax,nx);
ydata=linspace(ymin,ymax,ny);
scf();
drawlater();
contour ( xdata , ydata , rosenbrockC , [2 10 100 500 1000 2000] )
nmplot_simplexhistory ( nm );
drawnow();
demo_viewCode(filename);
//
// Cleanup
deletefile(simplexfn);
nm = nmplot_destroy(nm);
mprintf("End of demo.\n");
endfunction
demo_nmplot_rosenvar()
clear demo_nmplot_rosenvar;
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