Beale

Problem definition

Objective function
f = @(x)  (1.5 - x(:,1) + x(:,1).*x(:,2)).^2 + ...
       (2.25 - x(:,1) + x(:,1).*x(:,2).^2).^2 + ...
       (2.625 - x(:,1) + x(:,1).*x(:,2).^3).^2
Optimization settings
o = struct	

% initializing struct

o.lb = -4.5

% lower bounds

o.ub = 4.5

% upper bounds

Graphic representation
[x,y] = meshgrid(o.lb:0.4:o.ub)
surf(x,y,f([x(:),y(:)]))

Problem properties

convexity smoothness minimum
1 f(3,0.5) = 0

Optimization example with fminsearch

Optimization
rng(0)	

% for tractability

x0 = [1,1]

% initial guess

[xmin,fmin,info] = fminsearch(f,x0,o)

% running minimization

Animation
rng(0)
x0 = [1,1]
[~,~,info] = fminsearch(f,x0,o)
info.sol = [3 0.5 0]	

% solution

info.animate = true

% plot animation

info.animfreq = 5

% frame frequency

optimview('fminsearch',info)

References

[1] E.M.L. Beale, "On an iterative method of finding a local minimum of a function of more than one variable", Princeton University Stat. Tech. Res. Group, Tech. Report 25, 1958

Related functions

fminsearch | meshgrid | surf