function [ f, g, H ] = opt02_fgh ( x, flag ) %% OPT02_FGH evaluates F, G and H for test case #2. % % Discussion: % % This example is discussed in Dennis and Schnabel, pages 120 and 138. % % A suggested initial value for X is % % X init = ( 1, 1 ). % % The optimizing value is % % X* = ( 0, 0 ) % % and the optimal function value is % % F(X*) = 0. % % Modified: % % 02 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(2), the evaluation point. % % Input, string FLAG, indicates what must be computed. % 'f' means only the value of F is needed, % 'g' means only the value of G is needed, % 'all' means F, G and H (if appropriate) are needed. % It is acceptable to behave as though FLAG was 'all' % on every call. % % Output, real F, the optimization function. % % Output, real G(2,1), the gradient column vector. % % Output, real H(2,2), the Hessian matrix. % n = length ( x ); if ( n ~= 2 ) fprintf ( '\n' ); fprintf ( 'OPT02_FGH - Fatal error!\n' ); fprintf ( ' The input vector X should have length 2.\n'), fprintf ( ' Instead, it has length = %d.\n', n ); keyboard end f = x(1)^4 + x(1)^2 + x(2)^2; g = [ 4*x(1)^3 + 2*x(1); 2*x(2) ]; H = [ 12*x(1) + 2 , 0 ; 0 , 2 ]; return