function [ f, g, H ] = opt04_fgh ( x, flag ) %% OPT04_FGH evaluates F, G and H for test case #4. % % Discussion: % % This example is known as the Himmelblau function. % % This example appears in the book by Himmelblau. % % This function has 4 global minima: % % X* = ( 3, 2 ), F(X*) = 0. % X* = ( 3.58439, -1.84813 ), F(X*) = 0. % X* = ( -3.77934, -3.28317 ), F(X*) = 0. % X* = ( -2.80512, 3.13134 ), F(X*) = 0. % % Modified: % % 26 January 2008 % % Author: % % Jeff Borggaard, % Gene Cliff, % Virginia Tech. % % Reference: % % David Himmelblau, % Applied Nonlinear Programming, % McGraw Hill, 1972, % ISBN13: 978-0070289215, % LC: T57.8.H55. % % Parameters: % % Input, real X(2), the evaluation point. % % Input, string FLAG, indicates what must be computed. % 'f' means only the value of F is needed, % 'g' means only the value of G is needed, % 'all' means F, G and H (if appropriate) are needed. % It is acceptable to behave as though FLAG was 'all' % on every call. % % Output, real F, the optimization function. % % Output, real G(2,1), the gradient column vector. % % Output, real H(2,2), the Hessian matrix. % if ( length ( x ) ~= 2 ) error ( 'Error: function expects a two dimensional input\n' ); end f = ( x(1)^2 + x(2) - 11 )^2 ... + ( x(1) + x(2)^2 - 7 )^2; g(1,1) = 2 * ( x(1)^2 + x(2) - 11 ) * 2 * x(1) ... + 2 * ( x(1) + x(2)^2 - 7 ); g(2,1) = 2 * ( x(1)^2 + x(2) - 11 ) ... + 2 * ( x(1) + x(2)^2 - 7 ) * 2 * x(2); H(1,1) = 2 * 2 * x(1) * 2 * x(1) ... + 2 * 2 * ( x(1)^2 + x(2) - 11 )... + 2; H(1,2) = 2 * 2 * x(1) + 2 * 2 * x(2); H(2,1) = 2 * 2 * x(1) + 2 * 2 * x(2); H(2,2) = 2 ... + 2 * 2 * x(2) * 2 * x(2) ... + 2 * ( x(1) + x(2)^2 - 7 ) * 2;