Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / optim-1.2.0 / rosenbrock.m

diff --git a/octave_packages/optim-1.2.0/rosenbrock.m b/octave_packages/optim-1.2.0/rosenbrock.m
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+## Copyright (C) 2004 Michael Creel <michael.creel@uab.es>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## Rosenbrock function - used to create example obj. fns.
+##
+## Function value and gradient vector of the rosenbrock function
+## The minimizer is at the vector (1,1,..,1),
+## and the minimized value is 0.
+
+function [obj_value, gradient] = rosenbrock(x);
+       dimension = length(x);
+       obj_value = sum(100*(x(2:dimension)-x(1:dimension-1).^2).^2 + (1-x(1:dimension-1)).^2);
+       if nargout > 1
+               gradient = zeros(dimension, 1);
+               gradient(1:dimension-1) = - 400*x(1:dimension-1).*(x(2:dimension)-x(1:dimension-1).^2) - 2*(1-x(1:dimension-1));
+               gradient(2:dimension) = gradient(2:dimension) + 200*(x(2:dimension)-x(1:dimension-1).^2);
+       endif
+endfunction