ftp25.m

基于matlab的约束非线性规划算法库

function [f, J] = ftp25(x, ctrl, u)
%Call: [f J]=ftp25(x,ctrl,u)
%Evaluate the residuals corresponding
%to the objective in a nonlinear lsq problem.
%If ctrl>0 the Jacobian J should be computed.
%Objective: 0.5*norm2(f)
%The problem is defined as
%  min 0.5*norm2(f(x))
%      s.t. 0.1<=x(1)<=100
%           0.0<=x(2)<=25.6
%           0.0<=x(3)<=5
% f(x,u)=exp(-(u(i)-x(2))^x(3)/x(1))-0.01*i
%and u(i) is given.
%
if ctrl == 0
    t=1:99;
    f=exp(-(u-x(2)).^x(3)./x(1))-0.01*t(:);
    f=f(:);
    J = [];
else
   %The Jacobian is computed analytically
   f=[];
   term = (u-x(2)).^x(3)./x(1);
   term = term(:);
   u = u(:);
   e1 = exp(-term);
   J(:,1) = e1.*term/x(1);
   J(:,2) = (u-x(2)).^(x(3)-1)*(x(3)/x(1)).*e1;
   J(:,3) = -e1.*term.*log(u-x(2));
end