function [ f, g, H ] = opt13_fgh ( x, flag ) %% OPT13_FGH evaluates F, G and H for test case #13. % % Discussion: % % This function has a local minimum: % % X* = ( 0.28581..., 0.27936...), F(X*) = 5.9225... % % and a global minimum: % % X* = ( -21.026653..., -36.760090...), F(X*) = 0. % % Suggested starting point: % % X = ( 1, 1 ), F(X) = 3.33 * 10^6. % % Modified: % % 12 February 2008 % % Author: % % John Burkardt % % Reference: % % David Himmelblau, % Applied Nonlinear Programming, % McGraw Hill, 1972, % ISBN13: 978-0070289215, % LC: T57.8.H55. % % 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. % if ( length ( x ) ~= 2 ) error ( 'Error: function expects a two dimensional input\n' ); end f = ( x(1)^2 + 12 * x(2) - 1 )^2 ... + ( 49 * x(1)^2 + 49 * x(2)^2 + 84 * x(1) + 2324 * x(2) - 681 )^2; g(1,1) = 9604 * x(1) * x(2)^2 + 8232 * x(2)^2 + 455552 * x(1) * x(2)... + 390432 * x(2) + 9608 * x(1) * x(1) * x(1) + 24696 * x(1) * x(1) ... - 119368 * x(1) - 114408; g(2,1) = -3165312 + 390432 * x(1) + 227776 * x(1)^2 + 10668764 * x(2) ... + 16464 * x(1) * x(2) + 9604 * x(1)^2 * x(2) ... + 683256 * x(2)^2 + 9604 * x(2)^3; H(1,1) = - 119368 + 49392 * x(1) + 28824 * x(1)^2 ... + 455552 * x(2) + 9604 * x(2)^2; H(1,2) = 390432 + 455552 * x(1) + 16464 * x(2) + 19208 * x(1) * x(2); H(2,1) = 390432 + 455552 * x(1) + 16464 * x(2) + 19208 * x(1) * x(2); H(2,2) = 10668764 + 16464 * x(1) + 9604*x(1)^2 + 1366512 * x(2) ... + 28812 * x(2)^2;