Mercurial > forge
view main/optim/inst/rosenbrock.m @ 2370:24d6a5cdedfe octave-forge
Changed the directory structure to match the package system
author | hauberg |
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date | Sun, 20 Aug 2006 13:37:57 +0000 |
parents | |
children | 73fa4496fb07 |
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# Copyright (C) 2004 Michael Creel <michael.creel@uab.es> # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # You should have received a copy of the GNU General Public License # along with this program; if not, write to the Free Software # Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA # Rosenbrock function - used to create example obj. fns. # # Function value and gradient vector of the rosenbrock function # The minimizer is at the vector (1,1,..,1), # and the minimized value is 0. # function [obj_value, gradient] = rosenbrock(x); dimension = length(x); obj_value = sum(100*(x(2:dimension)-x(1:dimension-1).^2).^2 + (1-x(1:dimension-1)).^2); if nargout > 1 gradient = zeros(dimension, 1); gradient(1:dimension-1) = - 400*x(1:dimension-1).*(x(2:dimension)-x(1:dimension-1).^2) - 2*(1-x(1:dimension-1)); gradient(2:dimension) = gradient(2:dimension) + 200*(x(2:dimension)-x(1:dimension-1).^2); endif endfunction