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| author | Daniel Wolff |
|---|---|
| date | Fri, 19 Aug 2016 13:07:06 +0200 |
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| children |
| rev | line source |
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| Daniel@0 | 1 <html> |
| Daniel@0 | 2 <head> |
| Daniel@0 | 3 <title> |
| Daniel@0 | 4 Netlab Reference Manual demopt1 |
| Daniel@0 | 5 </title> |
| Daniel@0 | 6 </head> |
| Daniel@0 | 7 <body> |
| Daniel@0 | 8 <H1> demopt1 |
| Daniel@0 | 9 </H1> |
| Daniel@0 | 10 <h2> |
| Daniel@0 | 11 Purpose |
| Daniel@0 | 12 </h2> |
| Daniel@0 | 13 Demonstrate different optimisers on Rosenbrock's function. |
| Daniel@0 | 14 |
| Daniel@0 | 15 <p><h2> |
| Daniel@0 | 16 Synopsis |
| Daniel@0 | 17 </h2> |
| Daniel@0 | 18 <PRE> |
| Daniel@0 | 19 demopt1 |
| Daniel@0 | 20 demopt1(xinit) |
| Daniel@0 | 21 </PRE> |
| Daniel@0 | 22 |
| Daniel@0 | 23 |
| Daniel@0 | 24 <p><h2> |
| Daniel@0 | 25 Description |
| Daniel@0 | 26 </h2> |
| Daniel@0 | 27 The four general optimisers (quasi-Newton, conjugate gradients, |
| Daniel@0 | 28 scaled conjugate gradients, and gradient descent) are applied to |
| Daniel@0 | 29 the minimisation of Rosenbrock's well known `banana' function. |
| Daniel@0 | 30 Each optimiser is run for at most 100 cycles, and a stopping |
| Daniel@0 | 31 criterion of 1.0e-4 is used for both position and function value. |
| Daniel@0 | 32 At the end, the trajectory of each algorithm is shown on a contour |
| Daniel@0 | 33 plot of the function. |
| Daniel@0 | 34 |
| Daniel@0 | 35 <p><CODE>demopt1(xinit)</CODE> allows the user to specify a row vector with |
| Daniel@0 | 36 two columns as the starting point. The default is the point [-1 1]. |
| Daniel@0 | 37 Note that the contour plot has an x range of [-1.5, 1.5] and a y |
| Daniel@0 | 38 range of [-0.5, 2.1], so it is best to choose a starting point in the |
| Daniel@0 | 39 same region. |
| Daniel@0 | 40 |
| Daniel@0 | 41 <p><h2> |
| Daniel@0 | 42 See Also |
| Daniel@0 | 43 </h2> |
| Daniel@0 | 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> |
| Daniel@0 | 45 <b>Pages:</b> |
| Daniel@0 | 46 <a href="index.htm">Index</a> |
| Daniel@0 | 47 <hr> |
| Daniel@0 | 48 <p>Copyright (c) Ian T Nabney (1996-9) |
| Daniel@0 | 49 |
| Daniel@0 | 50 |
| Daniel@0 | 51 </body> |
| Daniel@0 | 52 </html> |