function [ f, g, H ] = opt07_fgh ( x, flag ) %% OPT07_FGH evaluates F, G and H for test case #7. % % Discussion: % % This example is known as the helical valley function. % % Note that the Hessian matrix is NOT supplied here. % % The optimizing value is % % X* = (1,0,0) % % for which % % F(X*) = 0. % % Modified: % % 09 January 2008 % % Author: % % Jeff Borggaard, % Gene Cliff, % Virginia Tech. % % Reference: % % John Dennis, Robert Schnabel, % Numerical Methods for Unconstrained Optimization % and Nonlinear Equations, % SIAM, 1996, % ISBN13: 978-0-898713-64-0, % LC: QA402.5.D44. % % Parameters: % % Input, real X(3), 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(3,1), the gradient column vector. % % Output, real H(3,3), the Hessian matrix. % n = length ( x ); if ( n ~= 3 ) fprintf ( '\n' ); fprintf ( 'OPT07_FGH - Fatal error!\n' ); fprintf ( ' The input vector X should have length 3.\n'), fprintf ( ' Instead, it has length = %d.\n', n ); keyboard end if ( 0 < x(1) ) theta = atan ( x(2) / x(1) ) / ( 2 * pi ); elseif ( x(1) < 0 ) theta = atan ( x(2) / x(1) ) / ( 2 * pi ) + 0.5; elseif ( 0 < x(2) ) theta = 1 / 4; elseif ( x(2) < 0 ) theta = - 1 / 4; else theta = 0; end r = zeros(3,1); r(1) = 10*( x(3) - 10*theta ); r(2) = 10*( sqrt(x(1)^2 + x(2)^2) -1 ); r(3) = x(3); f = r' * r; dtdx1 =-x(2)/(2*pi*(x(1)^2+x(2)^2)); dtdx2 = x(1)/(2*pi*(x(1)^2+x(2)^2)); if ( x(1)^2 + x(2)^2 == 0 ) dtdx1 = 0; dtdx2 = 0; else dtdx1 = - x(2) / ( 2 * pi * ( x(1)^2 + x(2)^2 ) ); dtdx2 = x(1) / ( 2 * pi * ( x(1)^2 + x(2)^2 ) ); end g = zeros(3,1); g(1) = -2000*(x(3)-10*theta)*dtdx1 + 200*(sqrt(x(1)^2+x(2)^2)-1)*... x(1)/sqrt( x(1)^2+x(2)^2 ); g(2) = -2000*(x(3)-10*theta)*dtdx2 + 200*(sqrt(x(1)^2+x(2)^2)-1)*... x(2)/sqrt( x(1)^2+x(2)^2 ); g(3) = 200*(x(3)-10*theta) + 2*x(3); H = zeros(3,3);