File: optim_withderivative.sce

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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) 2009 - DIGITEO - Michael Baudin
// Copyright (C) 2010 - DIGITEO - Allan CORNET
//
// 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

function demo_derivative()

  mprintf(_("Running optimization ...\n"));

  function f = rosenbrock ( x )
    f = 100.0 *(x(2)-x(1)^2)^2 + (1-x(1))^2;
  endfunction

  function [ f , g , ind ] = rosenbrockCost2 ( x , ind )

    if ((ind == 1) | (ind == 4)) then
      f = rosenbrock ( x );
    end

    if ((ind == 1) | (ind == 4)) then
      g = derivative ( rosenbrock , x.' , order = 4 );
    end

  endfunction

  x0 = [-1.2 1.0];
  [ f , x ] = optim ( rosenbrockCost2 , x0 );

  //
  // Display results
  //
  mprintf("x = %s\n",strcat(string(x)," "));
  mprintf("f = %e\n",f);

  //
  // Load this script into the editor
  //
  filename = 'optim_withderivative.sce';
  dname = get_absolute_file_path(filename);
  editor ( dname + filename );

endfunction


demo_derivative();
clear demo_derivative;