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Highlights from
simps
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[fmin,fconstr]=fun(A,p,q)
Example of target function to be used by SIMPS minimizer
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[x,options]=simps(fun,x,ix,op...
SIMPS (Strategy Simplex) finds the constrained minimum.
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[x,options]=simps(fun,x,ix,op...
SIMPS (Strategy Simplex) finds the constrained minimum.
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g
Example on how to use SIMPS minimizer
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View all files
from
simps
by Zeljko Bajzer
The method is based on iterations of full-dimensional simplex calls
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| [fmin,fconstr]=fun(A,p,q) |
function [fmin,fconstr]=fun(A,p,q)
% Example of target function to be used by SIMPS minimizer
% Handling of optional problem-dependent parameters
if nargin>1
%
if nargin>2
%
end
end
n=prod(size(A));
B=zeros(1,n); B(:)=A;
B=(sin((B.*(1:n)).^2)).^20;
fmin=abs(det(A))/500+sum(B)/1+norm(fix(n*A))/200;
% All three components are scaled to about the same order of
% magnitude. Observe that constants 500, 1 and 200
% - as well as 10 and 5 used for the constraints (see below) -
% are obtained statistically and they are hard-coded
% exclusively for the case of three-dimensional matrices A.
fconstr=[trace(abs(A))-10,5-min(abs(eig(A)))];
return
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