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