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1 <html>
2 <head>
3 <title>
4 Netlab Reference Manual demopt1
5 </title>
6 </head>
7 <body>
8 <H1> demopt1
9 </H1>
10 <h2>
11 Purpose
12 </h2>
13 Demonstrate different optimisers on Rosenbrock's function.
14
15 <p><h2>
16 Synopsis
17 </h2>
18 <PRE>
19 demopt1
20 demopt1(xinit)
21 </PRE>
22
23
24 <p><h2>
25 Description
26 </h2>
27 The four general optimisers (quasi-Newton, conjugate gradients,
28 scaled conjugate gradients, and gradient descent) are applied to
29 the minimisation of Rosenbrock's well known `banana' function.
30 Each optimiser is run for at most 100 cycles, and a stopping
31 criterion of 1.0e-4 is used for both position and function value.
32 At the end, the trajectory of each algorithm is shown on a contour
33 plot of the function.
34
35 <p><CODE>demopt1(xinit)</CODE> allows the user to specify a row vector with
36 two columns as the starting point. The default is the point [-1 1].
37 Note that the contour plot has an x range of [-1.5, 1.5] and a y
38 range of [-0.5, 2.1], so it is best to choose a starting point in the
39 same region.
40
41 <p><h2>
42 See Also
43 </h2>
44 <CODE><a href="conjgrad.htm">conjgrad</a></CODE>, <CODE><a href="graddesc.htm">graddesc</a></CODE>, <CODE><a href="quasinew.htm">quasinew</a></CODE>, <CODE><a href="scg.htm">scg</a></CODE>, <CODE><a href="rosen.htm">rosen</a></CODE>, <CODE><a href="rosegrad.htm">rosegrad</a></CODE><hr>
45 <b>Pages:</b>
46 <a href="index.htm">Index</a>
47 <hr>
48 <p>Copyright (c) Ian T Nabney (1996-9)
49
50
51 </body>
52 </html>