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)