funRosenbrockMS

PURPOSE ^

% Modified Rosenbrock function (Sobester 2005)

SYNOPSIS ^

function [p,dp] = funRosenbrockMS(xx)

DESCRIPTION ^

% Modified Rosenbrock function (Sobester 2005)
 L. LAURENT -- 16/05/2012 -- luc.laurent@lecnam.net

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 %% Modified Rosenbrock function (Sobester 2005)
0002 % L. LAURENT -- 16/05/2012 -- luc.laurent@lecnam.net
0003 
0004 % A. S\'obester, S. J. Leary, and A. J. Keane. On the design of optimization strategies based on global response surface approximation models. Journal of Global Optimization, 33(1):31?59, 2005.
0005 
0006 % sources available here:
0007 % https://bitbucket.org/luclaurent/optigtest/
0008 % https://github.com/luclaurent/optigtest/
0009 
0010 % optiGTest - set of testing functions    A toolbox to easy manipulate functions.
0011 % Copyright (C) 2017  Luc LAURENT <luc.laurent@lecnam.net>
0012 %
0013 % This program is free software: you can redistribute it and/or modify
0014 % it under the terms of the GNU General Public License as published by
0015 % the Free Software Foundation, either version 3 of the License, or
0016 % (at your option) any later version.
0017 %
0018 % This program is distributed in the hope that it will be useful,
0019 % but WITHOUT ANY WARRANTY; without even the implied warranty of
0020 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0021 % GNU General Public License for more details.
0022 %
0023 % You should have received a copy of the GNU General Public License
0024 % along with this program.  If not, see <http://www.gnu.org/licenses/>.
0025 
0026 function [p,dp] = funRosenbrockMS(xx)
0027 
0028 %constants
0029 a=100;
0030 b=1;
0031 c=75;
0032 d=5;
0033 
0034 %evaluation and derivatives
0035 pa=xx(:,:,2:end)-xx(:,:,1:end-1).^2;
0036 pb=xx(:,:,1:end-1)-b;
0037 calA=a*pa.^2+pb.^2;
0038 sd=sin(d*(1-xx));
0039 calB=c*sd;
0040 %
0041 p=sum(calA,3)+sum(calB,3);
0042 
0043 if nargout==2
0044     dgi=-4*a*pa.*xx(:,:,1:end-1)...
0045         +2*pb;
0046     dB=-c*d*cos(d*(1-xx));
0047     %
0048     dp=zeros(size(xx));
0049     dp(:,:,1)=dgi(:,:,1)+dB(:,:,1);
0050     dp(:,:,2:end-1)=dgi(:,:,2:end)...
0051         +2*a*pa(:,:,1:end-1)...
0052         +dB(:,:,2:end-1);
0053     dp(:,:,end)=2*a*pa(:,:,end)+dB(:,:,end);
0054 end
0055 end

Generated on Tue 28-May-2019 16:00:34 by m2html © 2005