function [ f, g, H ] = opt08_fgh ( x, flag ) %% OPT08_FGH evaluates F, G and H for test case #8. % % Discussion: % % This example is known as the extended Powell singular function. % % The problem size N is arbitrary, except that it must be a multiple of 4. % % The optimizing value is % % X* = (0,0,0,0,...) % % 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(N), 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(N,1), the gradient column vector. % % Output, real H(N,N), the Hessian matrix. % n = length ( x ); if ( mod ( n, 4 ) ~= 0) fprintf ( '\n' ); fprintf ( 'OPT08_FGH - Fatal error!\n' ); fprintf ( ' The input vector X should have length divisible by 4.\n'), fprintf ( ' Instead, it has length = %d.\n', n ); keyboard end r = zeros(n,1); for i=1:n/4 r(4*i-3) = x(4*i-3) + 10*x(4*i-2); r(4*i-2) = sqrt(5)*( x(4*i-1)-x(4*i) ); r(4*i-1) = ( x(4*i-2)-2*x(4*i-1) )^2; r(4*i ) = sqrt(10)*( x(4*i-3)-x(4*i) )^2; end f = r' * r; g = zeros(n,1); for i=1:n/4 g(4*i-3) = 2*(x(4*i-3)+10*x(4*i-2)) + 40*(x(4*i-3) -x(4*i ))^3; g(4*i-2) = 20*(x(4*i-3)+10*x(4*i-2)) + 4*(x(4*i-2)-2*x(4*i-1))^3; g(4*i-1) = 10*(x(4*i-1)- x(4*i )) - 8*(x(4*i-2)-2*x(4*i-1))^3; g(4*i ) =-10*(x(4*i-1)- x(4*i )) - 40*(x(4*i-3) -x(4*i ))^3; end H = zeros(n,n); for i=1:n/4 H(4*i-3,4*i-3) = 2 + 120*(x(4*i-3)-x(4*i))^2; H(4*i-3,4*i-2) = 20; H(4*i-3,4*i-1) = 0; H(4*i-3,4*i ) =-120*(x(4*i-3)-x(4*i))^2; H(4*i-2,4*i-3) = H(4*i-3,4*i-2); H(4*i-2,4*i-2) = 40 + 120*(x(4*i-2)-2*x(4*i-1))^2; H(4*i-2,4*i-1) =-24*(x(4*i-2)-2*x(4*i-1))^2; H(4*i-2,4*i ) = 0; H(4*i-1,4*i-3) = H(4*i-3,4*i-1); H(4*i-1,4*i-2) = H(4*i-2,4*i-1); H(4*i-1,4*i-1) = 10 - 48*(x(4*i-2)-2*x(4*i-1))^2; H(4*i-1,4*i ) =-10; H(4*i ,4*i-3) = H(4*i-3,4*i ); H(4*i ,4*i-2) = H(4*i-2,4*i ); H(4*i ,4*i-1) = H(4*i-1,4*i ); H(4*i ,4*i ) = 10 + 120*(x(4*i-3)-x(4*i))^2; end