function [ f, g, H ] = opt15_fgh ( x, flag ) %% OPT15_FGH evaluates F, G and H for test case #15. % % Discussion: % % This example, if started at X = (-1,0), seems to get stuck. % % 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(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 ( 'OPT15_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) + x(2) ) ... + 0.5 * ( 1 - ( x(1)^2 + x(2)^2 ) ) ... + 5.0 * ( 1 - ( x(1)^2 + x(2)^2 ) )^2; g(1,1) = -1 - 21 * x(1) + 20 * x(1) * ( x(1)^2 + x(2)^2 ); g(2,1) = -1 - 21 * x(2) + 20 * x(2) * ( x(1)^2 + x(2)^2 ); H = zeros(n,n); H(1,1) = - 21 + 60 * x(1)^2 + 20 * x(2)^2; H(1,2) = 40 * x(1) * x(2); H(2,1) = 40 * x(1) * x(2); H(2,2) = - 21 + 20 * x(1)^2 + 60 * x(2)^2;