Daniel@0: Daniel@0: Daniel@0: Daniel@0: Netlab Reference Manual demopt1 Daniel@0: Daniel@0: Daniel@0: Daniel@0:

demopt1 Daniel@0:

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Daniel@0: Purpose Daniel@0:

Daniel@0: Demonstrate different optimisers on Rosenbrock's function. Daniel@0: Daniel@0:

Daniel@0: Synopsis Daniel@0:

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Daniel@0: demopt1
Daniel@0: demopt1(xinit)
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Daniel@0: Daniel@0: Daniel@0:

Daniel@0: Description Daniel@0:

Daniel@0: The four general optimisers (quasi-Newton, conjugate gradients, Daniel@0: scaled conjugate gradients, and gradient descent) are applied to Daniel@0: the minimisation of Rosenbrock's well known `banana' function. Daniel@0: Each optimiser is run for at most 100 cycles, and a stopping Daniel@0: criterion of 1.0e-4 is used for both position and function value. Daniel@0: At the end, the trajectory of each algorithm is shown on a contour Daniel@0: plot of the function. Daniel@0: Daniel@0:

demopt1(xinit) allows the user to specify a row vector with Daniel@0: two columns as the starting point. The default is the point [-1 1]. Daniel@0: Note that the contour plot has an x range of [-1.5, 1.5] and a y Daniel@0: range of [-0.5, 2.1], so it is best to choose a starting point in the Daniel@0: same region. Daniel@0: Daniel@0:

Daniel@0: See Also Daniel@0:

Daniel@0: conjgrad, graddesc, quasinew, scg, rosen, rosegrad

Daniel@0: Pages: Daniel@0: Index Daniel@0:

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