# demopt1

## Purpose

Demonstrate different optimisers on Rosenbrock's function.

## Synopsis

    demopt1
    demopt1(xinit)

## Description

The four general optimisers (quasi-Newton, conjugate gradients, scaled conjugate gradients, and gradient descent) are applied to the minimisation of Rosenbrock's well known `banana' function. Each optimiser is run for at most 100 cycles, and a stopping criterion of 1.0e-4 is used for both position and function value. At the end, the trajectory of each algorithm is shown on a contour plot of the function.

`demopt1(xinit)` allows the user to specify a row vector with two columns as the starting point. The default is the point [-1 1]. Note that the contour plot has an x range of [-1.5, 1.5] and a y range of [-0.5, 2.1], so it is best to choose a starting point in the same region.

## See Also

`conjgrad`, `graddesc`, `quasinew`, `scg`, `rosen`, `rosegrad`

Pages: Index

Copyright (c) Ian T Nabney (1996-9)