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MATLAB interface for L-BFGS-B

MATLAB interface for L-BFGS-B

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Matlab interface to the L-BFGS-B nonlinear optimization algorithm

computeGradientHS038 (x)
function grad = computeGradientHS038 (x)
  x1 = x(1);
  x2 = x(2);
  x3 = x(3);
  x4 = x(4);

  grad(1) = -400*x1*(x2-x1^2) - 2*(1-x1);
  grad(2) = 200*(x2-x1^2) + 20.2*(x2-1) + 19.8*(x4-1);
  grad(3) = -360*x3*(x4-x3^2) -2*(1-x3);
  grad(4) = 180*(x4-x3^2) + 20.2*(x4-1) + 19.8*(x2-1);

  

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