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// =============================================================================
// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) ????-2008 - INRIA - Michael Baudin
//
// This file is distributed under the same license as the Scilab package.
//
// optim_costflist.tst --
// Test the optim command in the case where the cost function is a list.
//
//
// In the following case, costf is equal to list(sipn,sip2,ne,nc,cpen)
// where sipn is a function.
// The case is even more complex, since the 3d argument
// of sipn is the dummy argument sip1, which is, in turn,
// a function which real value is sip2.
// penalization (see doc)
//
// min (x1^2 +x2^2)/2 ; x1>=0, x1 + x2 =1 (solution [0.5 0.5] )
function [f,g,ind]=sip2(x,ind)
f= [ x(1)+x(2)-1, -x(1), (x(1)^2+x(2)^2)/2]
g= [ 1, -1, x(1); 1, 0, x(2)]
endfunction
cpen=50;
ne=1;
nc=2;
bi=[0 0];
bs=[2 2];
function [fpen,gpen,ind]=sipn(x,ind,sip1,ne,nc,cpen)
[f,g,indic]=sip1(x,ind)
if indic < 0 then
ind=indic
return
end
if nc >ne then
for i=ne+1:nc
f(i)=maxi([0 f(i)])
end
end
fpen=f(nc+1) + cpen*norm(f(1:nc))^2/2';
if ind==2 then
return
end
gpen=g(:,nc+1)
if ne > 0 then
for i=1:ne
gpen=gpen + cpen*f(i)*g(:,i)
end
end
if nc > ne then
for i=ne+1:nc
if f(i) > 0 then
gpen=gpen + cpen*f(i)*g(:,i)
end
end
end;
endfunction
[f,x,g]=optim(list(sipn,sip2,ne,nc,cpen),...
'b',bi,bs,[1 1],'ar',20,20,1.e-15);
if norm(x-[0.5 0.5]) + norm(g) > 0.1 then bugmes();quit;end
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