dx3

Contents

define system
take two steps
1D search along solution vector
plot results

define system

global cv th rn;
cv = [ 0 0.25 -0.15 0];
th = [ 0  0    0 0];
rn = [ 1 1.5 1  1];

take two steps

x = [ 0.25 -0.15]';
for (k=1:2)
   [A fz] = calculate_derivatives(@sing2,x);
   s = -A\fz;
   x = x + s;
end
[A fz] = calculate_derivatives(@sing2,x);
s = -A\fz;

1D search along solution vector

p = linspace(0,3,101);
for (k=1:101)
    f = fz + A*(p(k)*s); % linear model
    fig1(k)=norm(f);
    f = sing2(x+p(k)*s); % exact calculation
    fig2(k)=norm(f);
end

plot results

idx=find(fig1<0.025);
plot(p(idx),fig1(idx),p,fig2);
xlabel('search');
ylabel('merit function');