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opt11_rj.m
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65 lines (61 loc) · 1.39 KB
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function [ res, jac ] = opt11_rj ( x, flag )
%% OPT11_RJ evaluates RES and JAC for test case #11.
%
% Discussion:
%
% This example is known as the box-constrained quartic function.
%
% The optimizing value is
%
% X* = (0,0,0)
%
% Modified:
%
% 06 January 2008
%
% Author:
%
% Jeff Borggaard,
% Gene Cliff,
% Virginia Tech.
%
% Reference:
%
% John Dennis, Robert Schnabel,
% Numerical Methods for Unconstrained Optimization
% and Nonlinear Equations,
% SIAM, 1996,
% ISBN13: 978-0-898713-64-0,
% LC: QA402.5.D44.
%
% Parameters:
%
% Input, real X(3), the evaluation point.
%
% Input, string FLAG, indicates what must be computed.
% 'f' means only the value of RES is needed,
% 'g' means only the value of JAC is needed,
% 'all' means RES and JAC are needed.
% It is acceptable to behave as though FLAG was 'all'
% on every call.
%
% Output, real RES(3,1), the function column vector.
%
% Output, real JAC(3,3), the jacobian matrix.
%
n = length ( x );
if ( n ~= 3 )
fprintf ( '\n' );
fprintf ( 'OPT11_RJ - Fatal error!\n' );
fprintf ( ' The input vector X should have length 3.\n'),
fprintf ( ' Instead, it has length = %d.\n', n );
keyboard
end
res = zeros(n,1);
res(1,1) = 3 * x(1)^2;
res(2,1) = x(2)^2;
res(3,1) = x(3);
jac = zeros(n,n);
jac(1,1) = 6 * x(1);
jac(2,2) = 2 * x(2);
jac(3,3) = 1;