function [ f, g, H ] = opt10_fgh ( x, flag ) %% OPT10_FGH evaluates F, G and H for test case #10. % % Discussion: % % This example is known as the Wood function. % % The optimizing value is % % X* = (1,1,1,1) % % for which % % F(X*) = 0. % % Modified: % % 09 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(4), 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(4,1), the gradient column vector. % % Output, real H(4,4), the Hessian matrix. % n = length ( x ); if ( n ~= 4 ) fprintf ( '\n' ); fprintf ( 'OPT10_FGH - Fatal error!\n' ); fprintf ( ' The input vector X should have length 4.\n'), fprintf ( ' Instead, it has length = %d.\n', n ); keyboard end f = 100 * ( x(1)^2 - x(2) )^2 ... + ( 1 - x(1) )^2 ... + 90 * ( x(3)^2 - x(4) )^2 ... + ( 1 - x(3) )^2 ... + 10 * ( x(2) + x(4) - 2 )^2 ... + 0.1 * ( x(2) - x(4) )^2; g = zeros(n,1); g(1,1) = 100 * 2 * ( x(1)^2 - x(2) ) * 2 * x(1)... - 2 * ( 1 - x(1) ); g(2,1) = - 100 * 2 * ( x(1)^2 - x(2) )... + 10 * 2 * ( x(2) + x(4) - 2 )... + 0.1 * 2 * ( x(2) - x(4) ); g(3,1) = 90 * 2 * ( x(3)^2 - x(4) ) * 2 * x(3)... - 2 * ( 1 - x(3) ); g(4,1) = - 90 * 2 * ( x(3)^2 - x(4) )... + 10 * 2 * ( x(2) + x(4) - 2 )... - 0.1 * 2 * ( x(2) - x(4) ); H = zeros(n,n); H(1,1) = 1200 * x(1)^2 - 400 * x(2) + 2; H(1,2) = - 400 * x(1); H(1,3) = 0; H(1,4) = 0; H(2,1) = - 400 * x(1); H(2,2) = 220.2; H(2,3) = 0; H(2,4) = 19.8; H(3,1) = H(1,3); H(3,2) = H(2,3); H(3,3) = 1080 * x(3)^2 - 360 * x(4) + 2; H(3,4) = - 360 * x(3); H(4,1) = H(1,4); H(4,2) = H(2,4); H(4,3) = H(3,4); H(4,4) = 200.2;