%% OPT09_RUN % % Modified: % % 08 January 2008 % %--------------------------------------------------------------------- % Running the trigonometric function % This is used to test globalization methods. %--------------------------------------------------------------------- fprintf('---------------------------------------------------------\n') fprintf('Running testcase_9: F(X*) = 0\n') fprintf('---------------------------------------------------------\n') fname = 'opt09_fgh'; options = []; options.verbose = 0; options.method = 'newton'; fprintf('Newton:\n') options.globalization = 'line_search'; x0 = [ .25; .25; .25; .25 ]; x = entrust(fname, x0, options); fprintf('Line search produced (%8.5e,%8.5e,%8.5e,%8.5e)\n\n',... x(1),x(2),x(3),x(4)) f = opt09_fgh ( x, 'f' ); fprintf('Value of F(X) = %f\n', f ); fprintf('Newton:\n') options.globalization = 'trust_region'; x = entrust(fname, x0, options); fprintf('Trust-region produced (%8.5e,%8.5e,%8.5e,%8.5e)\n\n',... x(1),x(2),x(3),x(4)) f = opt09_fgh ( x, 'f' ); fprintf('Value of F(X) = %f\n', f ); %--------------------------------------------------------------------- % Test Gauss-Newton strategies. %--------------------------------------------------------------------- fprintf('---------------------------------------------------------\n') fprintf('Running testcase_9 as least squares problem: \n') fprintf(' ||RES(X*)|| = 0\n') fprintf('---------------------------------------------------------\n') fname = 'opt09_rj'; options = []; options.verbose = 0; options.method = 'gauss_newton'; options.step_tolerance = 1.e-15; options.globalization = 'none'; options.gradient_tolerance = 1.e-10; options.max_iterations = 800; x0 = [ .25; .25; .25; .25 ]; x = entrust(fname, x0, options); fprintf('Gauss-Newton produced (%8.5e,%8.5e,%8.5e,%8.5e)\n\n',... x(1),x(2),x(3),x(4)) [ res, jac ] = opt09_rj ( x, 'f' ); fprintf('Norm of RES(X) = %f\n', norm ( res ) );