Objective Function: Rosenbrock function
function y = rosenbrock(x)
y = 100 * (x(2) - x(1)^2)^2 + (1 - x(1))^2;
end
% Gradient of Rosenbrock function
function g = rosenbrock_gradient(x)
g = [-400 * x(1) * (x(2) - x(1)^2) - 2 * (1 - x(1));
200 * (x(2) - x(1)^2)];
end
% Steepest Descent Method
function [x_opt, f_opt, num_iterations, x_iterations] = steepest_descent(x0, tolerance, max_iterations)
x = x0;
num_iterations = 0;
x_iterations = [];
while true
g = rosenbrock_gradient(x);
alpha = (g' * g) / (g' * rosenbrock_hessian_product(g));
x_new = x - alpha * g;
% Update the Variables for the next iteration
x = x_new;
num_iterations = num_iterations + 1;
x_iterations = [x_iterations, x];
% Check for Convergence
if norm(x_new - x) < tolerance || num_iterations >= max_iterations
break;
end
end
% Output the Result
x_opt = x;
f_opt = rosenbrock(x);
end
% Conjugate Gradient Method
function [x_opt, f_opt, num_iterations, x_iterations] = conjugate_gradient(x0, tolerance, max_iterations)
x = x0;
num_iterations = 0;
x_iterations = [];
% Initialize the initial search direction as negative gradient
g = rosenbrock_gradient(x);
d = -g;
while true
alpha = - (g' * d) / (d' * rosenbrock_hessian_product(d));
x_new = x + alpha * d;
% Update the search direction using the *****-Ribière formula
g_new = rosenbrock_gradient(x_new);
beta = (g_new' * (g_new - g)) / (g' * g);
d_new = -g_new + beta * d;
% Update the Variables for the next iteration
x = x_new;
g = g_new;
d = d_new;
num_iterations = num_iterations + 1;
x_iterations = [x_iterations, x];
% Check for Convergence
if abs(rosenbrock(x_new) - rosenbrock(x)) < tolerance || num_iterations >= max_iterations
break;
end
end
% Output the Result
x_opt = x;
f_opt = rosenbrock(x);
end
% Function to compute the Hessian matrix times a vector
function H_d = rosenbrock_hessian_product(d)
H_d = [1200 * d(1)^2 - 400 * d(2) + 2;
-400 * d(1)];
end
% Example usage
x0 = [-1.2; 1]; % Initial guess
tolerance = 1e-6; % Tolerance level
max_iterations = 40; % Maximum number of iterations
% Run Steepest Descent Method
[x_opt_sd, f_opt_sd, num_iterations_sd, x_iterations_sd] = steepest_descent(x0, tolerance, max_iterations);
% Run Conjugate Gradient Method
[x_opt_cg, f_opt_cg, num_iterations_cg, x_iterations_cg] = conjugate_gradient(x0, tolerance, max_iterations);
% Display the Result for Steepest Descent Method
fprintf('Steepest Descent Method:\n');
fprintf('Optimal Solution: x = [%f; %f]\n', x_opt_sd(1), x_opt_sd(2));
fprintf('Objective Function Value: f(x) = %f\n', f_opt_sd);
fprintf('Number of Iterations: %d\n', num_iterations_sd);
fprintf('----------------------------------\n');
% Display the Result for Conjugate Gradient Method
fprintf('Conjugate Gradient Method:\n');
fprintf('Optimal Solution: x = [%f; %f]\n', x_opt_cg(1), x_opt_cg(2));
fprintf('Objective Function Value: f(x) = %f\n', f_opt_cg);
fprintf('Number of Iterations: %d\n', num_iterations_cg);
fprintf('----------------------------------\n');
% Compare the Objective Function Values
fprintf('Comparison of Objective Function Values:\n');
fprintf('Steepest Descent: f(x) = %f\n', f_opt_sd);
fprintf('Conjugate Gradient: f(x) = %f\n', f_opt_cg);
fprintf('----------------------------------\n');
% Compare the Number of Iterations
fprintf('Comparison of Number of Iterations:\n');
fprintf('Steepest Descent: %d iterations\n', num_iterations_sd);
fprintf('Conjugate Gradient: %d iterations\n', num_iterations_cg);
fprintf('----------------------------------\n');
% Compare the Iteration Values for Steepest Descent Method
fprintf('Steepest Descent Method: Iteration Values for x:\n');
for i = 1:min(num_iterations_sd, max_iterations)
fprintf('Iteration %d: x = [%f; %f]\n', i, x_iterations_sd(1, i), x_iterations_sd(2, i));
end
fprintf('----------------------------------\n');
% Compare the Iteration Values for Conjugate Gradient Method
fprintf('Conjugate Gradient Method: Iteration Values for x:\n');
for i = 1:min(num_iterations_cg, max_iterations)
fprintf('Iteration %d: x = [%f; %f]\n', i, x_iterations_cg(1, i), x_iterations_cg(2, i));
end
fprintf('----------------------------------\n');
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a = 10;
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x = 10;
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disp("x is greater than 5");
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disp("x is 5 or less");
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