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clear all
clc
x0 =[-1 2]';
warning('off','optim:fminunc:SwitchingMethod')
fprintf('x0 solver f(x*) x* time \n');
fprintf('--------------------------------------------------------------------\n');
%% --------------------------------------------------------------------------------
fprintf('\n(objective value information only)\n')
solver = {'gradientdescent','cg','bfgs','l-bfgs','newton','cmaes','neldermead'};
for s=1:numel(solver)
tic
[fx,x] = cppoptlib(x0,@rosenbrock,'solver',solver{s});
t = toc;
fprintf('(%02.2f,%02.2f) %-15s %03.4f (%06.4f,%06.4f) %f \n', ...
x0(1),x0(2), solver{s}, fx,x(1),x(2),t);
end
tic
x = fminsearch(@rosenbrockstruc,x0);
t = toc;
fprintf('(%02.2f,%02.2f) %-15s %03.4f (%06.4f,%06.4f) %f \n', ...
x0(1),x0(2), 'fminsearch', rosenbrock(x),x(1),x(2),t);
tic
x = fminunc(@rosenbrockstruc,x0);
t = toc;
fprintf('(%02.2f,%02.2f) %-15s %03.4f (%06.4f,%06.4f) %f \n', ...
x0(1),x0(2), 'fminunc', rosenbrock(x),x(1),x(2),t);
%% --------------------------------------------------------------------------------
fprintf('\n(with gradient information)\n')
solver = {'gradientdescent','cg','bfgs','l-bfgs','l-bfgs-b','newton'};
for s=1:numel(solver)
tic
[fx,x] = cppoptlib(x0,@rosenbrock,'gradient',@rosenbrock_grad,'solver',solver{s});
t = toc;
fprintf('(%02.2f,%02.2f) %-15s %03.4f (%06.4f,%06.4f) %f \n', ...
x0(1),x0(2), solver{s}, fx,x(1),x(2),t);
end
%% --------------------------------------------------------------------------------
fprintf('\n(using finite hessian)\n')
solver = {'newton'};
for s=1:numel(solver)
tic
[fx,x] = cppoptlib(x0,@rosenbrock,'gradient',@rosenbrock_grad,'solver',solver{s});
t = toc;
fprintf('(%02.2f,%02.2f) %-15s %03.4f (%06.4f,%06.4f) %f \n', ...
x0(1),x0(2), solver{s}, fx,x(1),x(2),t);
end
%% --------------------------------------------------------------------------------
fprintf('\n(with hessian information)\n')
solver = {'newton'};
for s=1:numel(solver)
tic
[fx,x] = cppoptlib(x0,@rosenbrock,'gradient',@rosenbrock_grad,'hessian',@rosenbrock_hessian,'solver',solver{s});
t = toc;
fprintf('(%02.2f,%02.2f) %-15s %03.4f (%06.4f,%06.4f) %f \n', ...
x0(1),x0(2), solver{s}, fx,x(1),x(2),t);
end
warning('on','optim:fminunc:SwitchingMethod')
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