% Modified Rosenbrock function L. LAURENT -- 14/02/2017 -- luc.laurent@lecnam.net
0001 %% Modified Rosenbrock 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(-1,-1)=0 0025 % 0026 %Design space -2<xi<2 0027 0028 0029 function [p,dp] = funRosenbrockM(xx) 0030 0031 %constants 0032 a=74; 0033 b=100; 0034 c=1; 0035 d=400; 0036 e=0.1; 0037 0038 %evaluation and derivatives 0039 pa=(xx+c).^2./e; 0040 calA=d*exp(-sum(pa,3)); 0041 0042 % 0043 p=a+b*(xx(:,:,2)-xx(:,:,1).^2).^2+(c-xx(:,:,1)).^2-calA; 0044 0045 if nargout==2 0046 % 0047 dp=zeros(size(xx)); 0048 dp(:,:,1)=-4*b*xx(:,:,1).*(xx(:,:,2)-xx(:,:,1).^2)... 0049 -2*(c-xx(:,:,1))+... 0050 2/e*(xx(:,:,1)+c).*calA; 0051 dp(:,:,2)=2*b*(xx(:,:,2)-xx(:,:,1).^2)... 0052 +2/e*(xx(:,:,2)+c).*calA; 0053 end 0054 end