comparison of direct search and conjugate gradient method
2006-01-03 01:32
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direct search (Nelder-Mead method): matlab function--fminsearch
conjugate gradient : matlab fun---fminunc
for the same questions to find the next solution:
function f=ff2(x)
f=4*x(1)^2+5*x(1)*x(2)+2*x(2)^2;
the initial value is [1,1];
result of conjugate:
Optimization terminated successfully:
Search direction less than 2*options.TolX
x =
1.0e-007 *
-0.3723 0.4730
fval =
1.2138e-015
exitflag =
1
output =
iterations: 3
funcCount: 16
stepsize: 1.9939
firstorderopt: 3.2647e-007
algorithm: 'medium-scale: Quasi-Newton line search'
result of direct :
x =
1.0e-004 *
-0.4945 0.5283
fval =
2.3014e-009
exitflag =
1
output =
iterations: 47
funcCount: 90
algorithm: 'Nelder-Mead simplex direct search'
conjugate gradient : matlab fun---fminunc
for the same questions to find the next solution:
function f=ff2(x)
f=4*x(1)^2+5*x(1)*x(2)+2*x(2)^2;
the initial value is [1,1];
result of conjugate:
Optimization terminated successfully:
Search direction less than 2*options.TolX
x =
1.0e-007 *
-0.3723 0.4730
fval =
1.2138e-015
exitflag =
1
output =
iterations: 3
funcCount: 16
stepsize: 1.9939
firstorderopt: 3.2647e-007
algorithm: 'medium-scale: Quasi-Newton line search'
result of direct :
x =
1.0e-004 *
-0.4945 0.5283
fval =
2.3014e-009
exitflag =
1
output =
iterations: 47
funcCount: 90
algorithm: 'Nelder-Mead simplex direct search'
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