% Sargan function L. LAURENT -- 14/02/2017 -- luc.laurent@lecnam.net
0001 %% Sargan function 0002 % L. LAURENT -- 14/02/2017 -- luc.laurent@lecnam.net 0003 0004 % sources available here: 0005 % https://bitbucket.org/luclaurent/optigtest/ 0006 % https://github.com/luclaurent/optigtest/ 0007 0008 % optiGTest - set of testing functions A toolbox to easy manipulate functions. 0009 % Copyright (C) 2017 Luc LAURENT <luc.laurent@lecnam.net> 0010 % 0011 % This program is free software: you can redistribute it and/or modify 0012 % it under the terms of the GNU General Public License as published by 0013 % the Free Software Foundation, either version 3 of the License, or 0014 % (at your option) any later version. 0015 % 0016 % This program is distributed in the hope that it will be useful, 0017 % but WITHOUT ANY WARRANTY; without even the implied warranty of 0018 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 0019 % GNU General Public License for more details. 0020 % 0021 % You should have received a copy of the GNU General Public License 0022 % along with this program. If not, see <http://www.gnu.org/licenses/>. 0023 0024 %1 minimum global: f(0,...,0)=0 0025 % 0026 %Design space -100<xi<100 0027 0028 0029 function [p,dp] = funSargan(xx) 0030 0031 %constants 0032 a=0.4; 0033 0034 %evaluation and derivatives 0035 nbX=size(xx); 0036 pxy=zeros(nbX(1),nbX(2)); 0037 ppxy=zeros(nbX(1),nbX(2)); 0038 for itN=1:nbX(3) 0039 for itM=1:itN-1 0040 pxy=pxy+2*xx(:,:,itM).*xx(:,:,itN); 0041 end 0042 end 0043 0044 p=nbX(3)*(sum(xx.^2,3)+a*pxy); 0045 0046 if nargout==2 0047 % 0048 sxy=sum(xx,3); 0049 dxy=sxy(:,:,ones(1,nbX(3)))-xx; 0050 dp=nbX(3)*(2*xx+2*a*dxy); 0051 end 0052 end