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clc

clear

format long

% Function Definition (Enter your Function here):

syms X Y;

f = -X - Y + 0.5*X^2 + X*Y + Y^2;

% Initial Guess:

x(1) = 0;

y(1) = 0;

e = 10^(-8); % Convergence Criteria

i = 1; % Iteration Counter

% Gradient Computation:

df_dx = diff(f, X);

df_dy = diff(f, Y);

J = [subs(df_dx,[X,Y], [x(1),y(1)]) subs(df_dy, [X,Y], [x(1),y(1)])]; % Gradient

S = -(J); % Search Direction

% Minimization Condition:

while norm(S) > e

I = [x(i),y(i)]';

syms h; % Step size

g = subs(f, [X,Y], [x(i)+S(1)*h,y(i)+h*S(2)]);

dg_dh = diff(g,h);

h = solve(dg_dh, h); % Optimal Step Length

x(i+1) = I(1)+h*S(1); % New x value

y(i+1) = I(2)+h*S(2); % New y value

J_old = [subs(df_dx,[X,Y], [x(i),y(i)]) subs(df_dy, [X,Y], [x(i),y(i)])];

i = i+1;

J_new = [subs(df_dx,[X,Y], [x(i),y(i)]) subs(df_dy, [X,Y], [x(i),y(i)])]; % Updated Gradient

S = -(J_new)+((norm(J_new))^2/(norm(J_old))^2)*S; % New Search Direction

end

% Result Table:`

Iter = 1:i;

X_coordinate = x';

Y_coordinate = y';

Iterations = Iter';

T = table(Iterations,X_coordinate,Y_coordinate);

% Plots:

fcontour(f, 'Fill', 'On');

hold on;

plot(x,y,'*-r');

% Output:

fprintf('Initial Objective Function Value: %d\n\n',subs(f,[X,Y], [x(1),y(1)]));

if (norm(S) < e)

fprintf('Minimum succesfully obtained...\n\n');

end

fprintf('Number of Iterations for Convergence: %d\n\n', i);

fprintf('Point of Minima: [%d,%d]\n\n', x(i), y(i));

fprintf('Objective Function Minimum Value: %d\n\n', subs(f,[X,Y], [x(i),y(i)]));

disp(T)

Alan Weiss
on 16 Apr 2021 at 11:08

See my answer here:

Is there something there that you don't understand? If so, ask a specific question.

Alan Weiss

MATLAB mathematical toolbox documentation

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