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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) 2009-2010 - Digiteo - Michael Baudin
//
// This file must be used under the terms of the CeCILL.
// This source file is licensed as described in the file COPYING, which
// you should have received as part of this distribution. The terms
// are also available at
// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
mprintf("Running optimization...\n");
//
// 1. Define rosenbrock for contouring
function f = rosenbrockC ( x1 , x2 )
x = [x1 x2];
f = 100.0 *(x(2)-x(1)^2)^2 + (1-x(1))^2;
endfunction
x0 = [-1.2 1.0];
xopt = [1.0 1.0];
//
// 2. Draw the contour of Rosenbrock's function
xdata = linspace(-2,2,100);
ydata = linspace(-2,2,100);
mprintf("Draw contours...\n");
contour ( xdata , ydata , rosenbrockC , [1 10 100 500 1000])
plot(x0(1) , x0(2) , "b.")
plot(xopt(1) , xopt(2) , "r*")
//
// 3. Define Rosenbrock for optimization
function [ f , g , ind ] = rosenbrock ( x , ind )
if ((ind == 1) | (ind == 4)) then
f = 100.0 *(x(2)-x(1)^2)^2 + (1-x(1))^2;
end
if ((ind == 1) | (ind == 4)) then
g(1) = - 400. * ( x(2) - x(1)**2 ) * x(1) -2. * ( 1. - x(1) )
g(2) = 200. * ( x(2) - x(1)**2 )
end
if (ind == 1) then
plot ( x(1) , x(2) , "g." )
end
endfunction
//
// 4. Plot the optimization process, during optimization
mprintf("Plot points during optimization...\n");
[ fopt , xopt ] = optim ( rosenbrock , x0 , imp = -1)
//
// Load this script into the editor
//
filename = 'optim_plot.sce';
dname = get_absolute_file_path(filename);
editor ( dname + filename );
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