box.m

无约束优化中的共轭梯度算法程序

function [fvec,J] = box(n,m,x,opt)

% *****************************************************************
% *****************************************************************
% Function [fvec,J] = box(n,m,x,opt)
% Box three-dimensional function      [12]
% Dimensions:   n=3     m=10
% Function definition:
%       f(x)= exp[-t(i)x1]-exp[-t(i)x2]-x3[exp[-t(i)]-exp[-10t(i)]]
%       where t(i)=(0.1)i
% Standard Starting Points: (0,10,20)
% Minima of f=0 at (1,10,1), (10,1,-1) and wherever x1=x2 and x3-0
% ******************************************************************

for i = 1:m

  t(i) = .1*i;
     
  if((opt ==1) | (opt==3))
     fvec(i) =  exp(-t(i)*x(1))-exp(-t(i)*x(2))-x(3)*(exp(-t(i))-exp(-10*t(i)));
  end;

  if((opt ==2) | (opt ==3))
     J(i,1)  =  -t(i)*exp(-t(i)*x(1));
     J(i,2)  =  t(i)*exp(-t(i)*x(2));
     J(i,3)  = -(exp(-t(i))-exp(-10*t(i)));
  end;

end;
fvec=fvec';

if((opt<1)|(opt>3))
        disp('Error: Option value sent to  BOX.M is either <1 or >3');
end;