28 lines
954 B
Matlab
28 lines
954 B
Matlab
% Define environment (functions, gradients etc...)
|
|
GivenEnv
|
|
|
|
% Settings
|
|
max_iter = 1000; % Maximum iterations
|
|
|
|
% Define parameters
|
|
% =========================================================================
|
|
x0 = [8, -10]';
|
|
gamma = 0.2;
|
|
sk_step = 0.1;
|
|
tol = 0.01; % Tolerance
|
|
|
|
|
|
|
|
point_str = "[" + x0(1) + ", " + x0(2) + "]";
|
|
f = fun(x0);
|
|
gf = grad_fun(x0);
|
|
hf = hessian_fun(x0);
|
|
fprintf('Initial point (%d, %d), f = %f, grad = [%f;%f], hessian = [%f %f ; %f %f]=> Method applicable\n', x0, f, gf, hf);
|
|
|
|
|
|
gamma_fixed_step = gamma;
|
|
[x_fixed, f_fixed, kk] = method_SteepDesc_Proj(fun, grad_fun, x0, sk_step, XSetLimmits, tol, max_iter, 'fixed');
|
|
fprintf('Fixed step g=%f: Initial point (%f, %f), steps:%d, Final (x1,x2)=(%f, %f), f(x1,x2)=%f\n', gamma_fixed_step, x0, kk, x_fixed(:, end), f_fixed(end));
|
|
plotPointsOverContour(x_fixed, fun, XSetLimmits(1, :), XSetLimmits(2, :), 100, point_str + ": Steepest descent $\gamma$ = " + gamma_fixed_step, "");
|
|
|