Created
July 22, 2019 11:17
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using StaticArrays | |
using NLSolvers | |
using LinearAlgebra | |
function himmelblau(∇²f, ∇f, x) | |
if !(∇²f == nothing) | |
∇²f11 = 12.0 * x[1]^2 + 4.0 * x[2] - 42.0 | |
∇²f12 = 4.0 * x[1] + 4.0 * x[2] | |
∇²f21 = 4.0 * x[1] + 4.0 * x[2] | |
∇²f22 = 12.0 * x[2]^2 + 4.0 * x[1] - 26.0 | |
∇²f = @SMatrix([∇²f11 ∇²f12; ∇²f21 ∇²f22]) | |
end | |
if !(∇f == nothing) | |
∇f1 = 4.0 * x[1]^3 + 4.0 * x[1] * x[2] - | |
44.0 * x[1] + 2.0 * x[1] + 2.0 * x[2]^2 - 14.0 | |
∇f2 = 2.0 * x[1]^2 + 2.0 * x[2] - 22.0 + | |
4.0 * x[1] * x[2] + 4.0 * x[2]^3 - 28.0 * x[2] | |
∇f = @SVector([∇f1, ∇f2]) | |
end | |
fx = (x[1]^2 + x[2] - 11)^2 + (x[1] + x[2]^2 - 7)^2 | |
if ∇f == nothing && ∇²f == nothing | |
return fx | |
elseif ∇²f == nothing | |
return fx, ∇f | |
else | |
return fx, ∇f, ∇²f | |
end | |
end | |
function himmelblau(∇f, x) | |
if !(∇f == nothing) | |
∇f1 = 4.0 * x[1]^3 + 4.0 * x[1] * x[2] - | |
44.0 * x[1] + 2.0 * x[1] + 2.0 * x[2]^2 - 14.0 | |
∇f2 = 2.0 * x[1]^2 + 2.0 * x[2] - 22.0 + | |
4.0 * x[1] * x[2] + 4.0 * x[2]^3 - 28.0 * x[2] | |
∇f = @SVector([∇f1, ∇f2]) | |
end | |
fx = (x[1]^2 + x[2] - 11)^2 + (x[1] + x[2]^2 - 7)^2 | |
if ∇f == nothing | |
return fx | |
else | |
return fx, ∇f | |
end | |
end | |
res = minimize(himmelblau, @SVector([2.0,2.0]), Newton(Direct())) | |
@test norm(res[3], Inf) < 1e-8 |
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