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Language/OS - Multiplatform Resource Library
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hlvector.lha
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vhjmin.lst
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1993-08-08
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Verify HJMIN multidimensional minimizer
Rosenbroke function
f = 100*(x2-x1^2)^2 + (1-x1)^2
Initial guess b0 = -1.2 1
Function value at it f0 = 24.2000
Initial steps h0 = 10 10
Minimum f value found f = 6.97611e-11
at b = 1 1
Exact min location bm = 1 1
No. of iterations ni = 270
Bocks function
f = [ exp(-1/10) - exp(-x1/10) + exp(-10/10) -exp(-x2/10) ]^2
Initial guess b0 = 0 0
Function value at it f0 = .528941
Initial steps h0 = 10 10
Minimum f value found f = 0
at b = 10 1
Exact min location bm = 10 1
No. of iterations ni = 89
Mile & Cuntrell function
f = [ exp(x1)-x2 ]^4 +100(x2-x3)^6 + atan(x3-x4)^4 + x1^8
Initial guess b0 = 1 2 2 2
Function value at it f0 = 1.26618
Initial steps h0 = 10 10 10 10
Minimum f value found f = 4.1179e-27
at b = 1.49e-08 1 1 1
Exact min location bm = 0 1 1 1
No. of iterations ni = 227
Powell function
f = (x1+10*x2)^2 + 5(x3-x4)^2 + (x2-2x3)^4 + 10(x1-x4)^4
Initial guess b0 = 3 -1 0 1
Function value at it f0 = 215
Initial steps h0 = 10 10 10 10
Minimum f value found f = 0
at b = 0 0 0 0
Exact min location bm = 0 0 0 0
No. of iterations ni = 154