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opt12_run.m
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opt12_run.m
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%% OPT12_RUN
%
% Modified:
%
% 28 January 2008
%
%---------------------------------------------------------------------
% Running Beale function.
%---------------------------------------------------------------------
fprintf('---------------------------------------------------------\n')
fprintf('Running testcase_12: exact solution (3, 0.5)\n')
fprintf('---------------------------------------------------------\n')
fname = 'opt12_fgh';
options = [];
options.verbose = 0;
options.method = 'newton';
options.step_tolerance = 1.e-11;
options.gradient_tolerance = 1.e-11;
options.max_iterations = 15;
%
% The first starting point is "easy", and the second is "hard".
%
x0 = [ 1; 1 ];
x0 = [ 1; 4 ];
fprintf('Line Search:\n')
options.globalization = 'line_search';
options.alpha = 0.1;
x = entrust ( fname, x0, options );
fprintf('Line search produced (%10.7e,%10.7e)\n\n',x(1),x(2))
f = opt12_fgh ( x, 'f' );
fprintf('Value of F(X) = %10.7e\n\n', f );
fprintf('Trust Region:\n')
options.globalization = 'trust_region';
options.tr_radius = 0.5;
x = entrust(fname, x0, options);
fprintf('Trust region produced (%10.7e,%10.7e)\n\n',x(1),x(2))
f = opt12_fgh ( x, 'f' );
fprintf('Value of F(X) = %10.7e\n\n', f );
%---------------------------------------------------------------------
% Test Gauss-Newton strategies.
%---------------------------------------------------------------------
fprintf('---------------------------------------------------------\n')
fprintf('Running testcase_12 as least squares problem: \n')
fprintf('Exact solution (3,0.5)\n')
fprintf('---------------------------------------------------------\n')
fname = 'opt12_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 = 40;
%
% The first starting point is "easy", and the second is "hard".
%
x0 = [ 1; 1 ];
x0 = [ 1; 4 ];
x = entrust(fname, x0, options );
fprintf('Gauss-Newton produced (%10.7e, %10.7e)\n\n',x(1),x(2))
[ res, jac ] = opt12_rj ( x, 'f' );
fprintf('Norm of RES(X) = %10.7e\n\n', norm ( res ) );