hw3: done MATLAB
This commit is contained in:
Claudio Maggioni (maggicl)
parent
b29cdc34e3
commit
ca2a294fc7
15 changed files with 85216 additions and 44 deletions
39
Claudio_Maggioni_3/BGFS.m
Normal file
39
Claudio_Maggioni_3/BGFS.m
Normal file
|
|
@ -0,0 +1,39 @@
|
|||
function [xk, xs, gs] = BGFS(f, x0, H, max_itr, tol)
|
||||
syms x y;
|
||||
xk = x0;
|
||||
gf = gradient(f);
|
||||
|
||||
fl = matlabFunction(f);
|
||||
gfl = matlabFunction(gf);
|
||||
|
||||
tnorm = norm(at(gf, xk), 2);
|
||||
xs = zeros(size(x0, 1), max_itr + 1);
|
||||
xs(:, 1) = x0;
|
||||
gs = zeros(1, max_itr + 1);
|
||||
gs(1) = tnorm;
|
||||
k = 1;
|
||||
|
||||
I = eye(2);
|
||||
|
||||
while tnorm > tol && k <= max_itr
|
||||
grad = gfl(xk(1), xk(2));
|
||||
p = -H * grad;
|
||||
|
||||
alpha = backtracking(fl, gfl, p, xk, 1, 0.9, 1e-4);
|
||||
xk = xk + alpha * p;
|
||||
s = alpha * p;
|
||||
y = gfl(xk(1), xk(2)) - grad;
|
||||
|
||||
rho = 1 / (y' * s);
|
||||
|
||||
H = (I - (rho * s * y')) * H * (I - (rho * y * s')) ...
|
||||
+ (1 / (y' * s) * (s * s'));
|
||||
|
||||
k = k + 1;
|
||||
xs(:, k) = xk;
|
||||
tnorm = norm(gfl(xk(1), xk(2)), 2);
|
||||
gs(k) = tnorm;
|
||||
end
|
||||
xs = xs(:, 1:k);
|
||||
gs = gs(:, 1:k);
|
||||
end
|
||||
|
|
@ -1,17 +1,11 @@
|
|||
syms x y;
|
||||
f = (1 - x)^2 + 100 * (y - x^2)^2;
|
||||
|
||||
[x, xs, gs] = gd(f, [0;0], 500, 1e-6, true);
|
||||
display(x);
|
||||
display(xs);
|
||||
display(gs);
|
||||
plot(xs(1, :), xs(2, :), '-o');
|
||||
|
||||
function [xk, xs, gs] = gd(f, x0, max_itr, tol, bt)
|
||||
function [xk, xs, gs] = GD(f, x0, max_itr, tol, bt)
|
||||
syms x y;
|
||||
xk = x0;
|
||||
gf = gradient(f);
|
||||
hf = hessian(f, [x, y]);
|
||||
|
||||
fl = matlabFunction(f);
|
||||
gfl = matlabFunction(gf);
|
||||
|
||||
tnorm = norm(at(gf, xk), 2);
|
||||
xs = zeros(size(x0, 1), max_itr + 1);
|
||||
xs(:, 1) = x0;
|
||||
|
|
@ -20,18 +14,20 @@ function [xk, xs, gs] = gd(f, x0, max_itr, tol, bt)
|
|||
k = 1;
|
||||
|
||||
while tnorm > tol && k <= max_itr
|
||||
p = -at(gf, xk);
|
||||
H = at(hf, xk);
|
||||
p = -gfl(xk(1), xk(2));
|
||||
|
||||
if bt
|
||||
alpha = backtracking(f, xk, 1, p, 0.01, 1e-4)
|
||||
alpha = backtracking(fl, gfl, p, xk, 1, 0.9, 1e-4);
|
||||
else
|
||||
alpha = dot(-H * xk, p) / dot(H * p, p)
|
||||
alpha = 1;
|
||||
end
|
||||
xk = xk + alpha * p
|
||||
|
||||
xk = xk + alpha * p;
|
||||
k = k + 1;
|
||||
xs(:, k) = xk;
|
||||
tnorm = norm(gfl(xk(1), xk(2)), 2);
|
||||
gs(k) = tnorm;
|
||||
end
|
||||
xs = xs(:, 1:k);
|
||||
gs = gs(:, 1:k);
|
||||
end
|
||||
end
|
||||
|
|
|
|||
|
|
@ -1,24 +1,13 @@
|
|||
|
||||
|
||||
syms x y;
|
||||
f = (1 - x)^2 + 100 * (y - x^2)^2;
|
||||
|
||||
[x, xs, gs] = newton(f, [0;0], 50000, 1e-6);
|
||||
display(x);
|
||||
display(xs);
|
||||
display(gs);
|
||||
plot(xs(1, :), xs(2, :), '-o');
|
||||
|
||||
function y = at(f, xk)
|
||||
syms x y;
|
||||
y = double(subs(f, [x, y], [xk(1), xk(2)]));
|
||||
end
|
||||
|
||||
function [xk, xs, gs] = newton(f, x0, max_itr, tol)
|
||||
function [xk, xs, gs] = Newton(f, x0, max_itr, tol, bt)
|
||||
syms x y;
|
||||
xk = x0;
|
||||
|
||||
gf = gradient(f);
|
||||
hf = hessian(f, [x, y]);
|
||||
|
||||
fl = matlabFunction(f);
|
||||
gfl = matlabFunction(gf);
|
||||
|
||||
tnorm = norm(at(gf, xk), 2);
|
||||
xs = zeros(size(x0, 1), max_itr + 1);
|
||||
xs(:, 1) = x0;
|
||||
|
|
@ -27,7 +16,13 @@ function [xk, xs, gs] = newton(f, x0, max_itr, tol)
|
|||
k = 1;
|
||||
|
||||
while tnorm > tol && k <= max_itr + 1
|
||||
xk = xk - (at(hf, xk) \ at(gf, xk));
|
||||
pk = - (at(hf, xk) \ at(gf, xk));
|
||||
if bt
|
||||
alpha = backtracking(fl, gfl, pk, xk, 1, 0.9, 1e-4);
|
||||
else
|
||||
alpha = 1;
|
||||
end
|
||||
xk = xk + alpha * pk;
|
||||
tnorm = norm(at(gf, xk), 2);
|
||||
k = k + 1;
|
||||
xs(:, k) = xk;
|
||||
|
|
@ -35,4 +30,9 @@ function [xk, xs, gs] = newton(f, x0, max_itr, tol)
|
|||
end
|
||||
xs = xs(:, 1:k);
|
||||
gs = gs(:, 1:k);
|
||||
end
|
||||
end
|
||||
|
||||
function y = at(f, xk)
|
||||
syms x y;
|
||||
y = double(subs(f, [x, y], [xk(1), xk(2)]));
|
||||
end
|
||||
|
|
|
|||
|
|
@ -1,8 +1,8 @@
|
|||
function alpha = backtracking(f, xk, alpha_bar, pk, rho, c)
|
||||
alpha = alpha_bar;
|
||||
gf = gradient(f);
|
||||
while at(f, xk + alpha * pk) > at(f, xk) - c * alpha * dot(at(gf, xk), pk)
|
||||
alpha = alpha * rho
|
||||
end
|
||||
end
|
||||
|
||||
function alpha = backtracking(f, gf, p, x, alpha, rho, c)
|
||||
xn = x + alpha * p;
|
||||
|
||||
while f(xn(1), xn(2)) > f(x(1), x(2)) + c * alpha * gf(x(1), x(2))' * p
|
||||
alpha = rho * alpha;
|
||||
xn = x + alpha * p;
|
||||
end
|
||||
end
|
||||
31
Claudio_Maggioni_3/ex1-3-gd.tex
Normal file
31
Claudio_Maggioni_3/ex1-3-gd.tex
Normal file
|
|
@ -0,0 +1,31 @@
|
|||
% This file was created by matlab2tikz.
|
||||
%
|
||||
\definecolor{mycolor1}{rgb}{0.00000,0.44700,0.74100}%
|
||||
%
|
||||
\begin{tikzpicture}
|
||||
|
||||
\begin{axis}[%
|
||||
width=4.617in,
|
||||
height=3.641in,
|
||||
at={(0.774in,0.491in)},
|
||||
scale only axis,
|
||||
unbounded coords=jump,
|
||||
xmin=-5e+127,
|
||||
xmax=3e+128,
|
||||
ymin=0,
|
||||
ymax=1.8e+86,
|
||||
axis background/.style={fill=white}
|
||||
]
|
||||
\addplot [color=mycolor1, mark=*, mark options={solid, mycolor1}, forget plot]
|
||||
table[row sep=crcr]{%
|
||||
0 0\\
|
||||
2 0\\
|
||||
-3200 800\\
|
||||
13106176003202 2047840800\\
|
||||
-9.00508836393827e+41 3.43543698853816e+28\\
|
||||
2.92094868655132e+128 1.62183232884673e+86\\
|
||||
-inf 1.70638824589317e+259\\
|
||||
nan inf\\
|
||||
};
|
||||
\end{axis}
|
||||
\end{tikzpicture}%
|
||||
34
Claudio_Maggioni_3/ex1-3-large.tex
Normal file
34
Claudio_Maggioni_3/ex1-3-large.tex
Normal file
|
|
@ -0,0 +1,34 @@
|
|||
% This file was created by matlab2tikz.
|
||||
%
|
||||
\definecolor{mycolor1}{rgb}{0.00000,0.44700,0.74100}%
|
||||
%
|
||||
\begin{tikzpicture}
|
||||
|
||||
\begin{axis}[%
|
||||
width=4.617in,
|
||||
height=3.641in,
|
||||
at={(0.774in,0.491in)},
|
||||
scale only axis,
|
||||
unbounded coords=jump,
|
||||
xmin=-5e+127,
|
||||
xmax=3e+128,
|
||||
ymin=0,
|
||||
ymax=1.8e+86,
|
||||
axis background/.style={fill=white},
|
||||
legend style={legend cell align=left, align=left, draw=white!15!black}
|
||||
]
|
||||
\addplot [color=mycolor1, mark=*, mark options={solid, mycolor1}]
|
||||
table[row sep=crcr]{%
|
||||
0 0\\
|
||||
2 0\\
|
||||
-3200 800\\
|
||||
13106176003202 2047840800\\
|
||||
-9.00508836393827e+41 3.43543698853816e+28\\
|
||||
2.92094868655132e+128 1.62183232884673e+86\\
|
||||
-inf 1.70638824589317e+259\\
|
||||
nan inf\\
|
||||
};
|
||||
\addlegendentry{GD (alpha=1)}
|
||||
|
||||
\end{axis}
|
||||
\end{tikzpicture}%
|
||||
21191
Claudio_Maggioni_3/ex1-3.tex
Normal file
21191
Claudio_Maggioni_3/ex1-3.tex
Normal file
File diff suppressed because it is too large
Load diff
21165
Claudio_Maggioni_3/ex1-4-grad-large.tex
Normal file
21165
Claudio_Maggioni_3/ex1-4-grad-large.tex
Normal file
File diff suppressed because it is too large
Load diff
21193
Claudio_Maggioni_3/ex1-4-grad.tex
Normal file
21193
Claudio_Maggioni_3/ex1-4-grad.tex
Normal file
File diff suppressed because it is too large
Load diff
36
Claudio_Maggioni_3/ex1-4-ys-large.tex
Normal file
36
Claudio_Maggioni_3/ex1-4-ys-large.tex
Normal file
|
|
@ -0,0 +1,36 @@
|
|||
% This file was created by matlab2tikz.
|
||||
%
|
||||
\definecolor{mycolor1}{rgb}{0.00000,0.44700,0.74100}%
|
||||
%
|
||||
\begin{tikzpicture}
|
||||
|
||||
\begin{axis}[%
|
||||
width=4.617in,
|
||||
height=3.641in,
|
||||
at={(0.774in,0.491in)},
|
||||
scale only axis,
|
||||
unbounded coords=jump,
|
||||
xmin=0,
|
||||
xmax=4,
|
||||
ymode=log,
|
||||
ymin=1,
|
||||
ymax=1e+200,
|
||||
yminorticks=true,
|
||||
axis background/.style={fill=white},
|
||||
legend style={legend cell align=left, align=left, draw=white!15!black}
|
||||
]
|
||||
\addplot [color=mycolor1, mark=*, mark options={solid, mycolor1}]
|
||||
table[row sep=crcr]{%
|
||||
0 1\\
|
||||
1 1601\\
|
||||
2 1.04841216742464e+16\\
|
||||
3 2.95055682555403e+54\\
|
||||
4 6.57585025723101e+169\\
|
||||
5 inf\\
|
||||
6 inf\\
|
||||
7 nan\\
|
||||
};
|
||||
\addlegendentry{GD + backtracking}
|
||||
|
||||
\end{axis}
|
||||
\end{tikzpicture}%
|
||||
21193
Claudio_Maggioni_3/ex1-4-ys.tex
Normal file
21193
Claudio_Maggioni_3/ex1-4-ys.tex
Normal file
File diff suppressed because it is too large
Load diff
49
Claudio_Maggioni_3/ex2-3.tex
Normal file
49
Claudio_Maggioni_3/ex2-3.tex
Normal file
|
|
@ -0,0 +1,49 @@
|
|||
% This file was created by matlab2tikz.
|
||||
%
|
||||
\definecolor{mycolor1}{rgb}{0.00000,0.44700,0.74100}%
|
||||
%
|
||||
\begin{tikzpicture}
|
||||
|
||||
\begin{axis}[%
|
||||
width=4.617in,
|
||||
height=3.641in,
|
||||
at={(0.774in,0.491in)},
|
||||
scale only axis,
|
||||
xmin=0,
|
||||
xmax=1.2,
|
||||
ymin=0,
|
||||
ymax=1.2,
|
||||
axis background/.style={fill=white}
|
||||
]
|
||||
\addplot [color=mycolor1, mark=*, mark options={solid, mycolor1}, forget plot]
|
||||
table[row sep=crcr]{%
|
||||
0 0\\
|
||||
0.243153309181139 0\\
|
||||
0.385574283516823 0.0768839344022268\\
|
||||
0.406269115526804 0.228605903873976\\
|
||||
0.454394143039344 0.204136926895131\\
|
||||
0.498557614055172 0.23892892868596\\
|
||||
0.620979332605692 0.353718595337535\\
|
||||
0.57936460358975 0.327866742545248\\
|
||||
0.616121196551721 0.375114354375997\\
|
||||
0.776077091062027 0.572038852536037\\
|
||||
0.697592763590646 0.487371411589351\\
|
||||
0.737499732511574 0.541927499854004\\
|
||||
0.851186743684398 0.702934657899626\\
|
||||
0.792280441629556 0.62507087775202\\
|
||||
0.817946864998747 0.665679934708557\\
|
||||
0.92248773523621 0.835150610480633\\
|
||||
0.873933239049152 0.761975932983517\\
|
||||
0.896369084677219 0.801548786456236\\
|
||||
0.968508670106431 0.930592370870331\\
|
||||
0.94922990019977 0.90004747521168\\
|
||||
0.965038718894672 0.930647241632658\\
|
||||
0.994184674394427 0.98709143799204\\
|
||||
0.995726402584417 0.991358496483784\\
|
||||
0.999560495084773 0.999098978460342\\
|
||||
0.999985154690863 0.999968759175614\\
|
||||
0.999999722333829 0.999999474706011\\
|
||||
1.00000001502439 1.00000002865953\\
|
||||
};
|
||||
\end{axis}
|
||||
\end{tikzpicture}%
|
||||
51
Claudio_Maggioni_3/ex2-4-grad.tex
Normal file
51
Claudio_Maggioni_3/ex2-4-grad.tex
Normal file
|
|
@ -0,0 +1,51 @@
|
|||
% This file was created by matlab2tikz.
|
||||
%
|
||||
\definecolor{mycolor1}{rgb}{0.00000,0.44700,0.74100}%
|
||||
%
|
||||
\begin{tikzpicture}
|
||||
|
||||
\begin{axis}[%
|
||||
width=4.617in,
|
||||
height=3.641in,
|
||||
at={(0.774in,0.491in)},
|
||||
scale only axis,
|
||||
xmin=0,
|
||||
xmax=30,
|
||||
ymode=log,
|
||||
ymin=1e-08,
|
||||
ymax=100,
|
||||
yminorticks=true,
|
||||
axis background/.style={fill=white}
|
||||
]
|
||||
\addplot [color=mycolor1, mark=*, mark options={solid, mycolor1}, forget plot]
|
||||
table[row sep=crcr]{%
|
||||
0 2\\
|
||||
1 12.5607978484932\\
|
||||
2 17.4065065901439\\
|
||||
3 17.1507084737438\\
|
||||
4 0.814005132835468\\
|
||||
5 2.13360285320214\\
|
||||
6 9.59328224461729\\
|
||||
7 1.83406220417747\\
|
||||
8 0.960051885187564\\
|
||||
9 10.7994609810302\\
|
||||
10 0.823371092958359\\
|
||||
11 0.399989068016143\\
|
||||
12 8.26772606877548\\
|
||||
13 0.674513531933847\\
|
||||
14 0.994977406942212\\
|
||||
15 6.50941712025139\\
|
||||
16 0.514849723958323\\
|
||||
17 0.619141853913074\\
|
||||
18 3.17771232534436\\
|
||||
19 0.338310420250268\\
|
||||
20 0.223907430737766\\
|
||||
21 0.573528649173901\\
|
||||
22 0.0427061378580603\\
|
||||
23 0.00914914389448632\\
|
||||
24 0.000666939747400779\\
|
||||
25 1.39324401637967e-05\\
|
||||
26 6.48313521241376e-07\\
|
||||
};
|
||||
\end{axis}
|
||||
\end{tikzpicture}%
|
||||
51
Claudio_Maggioni_3/ex2-4-ys.tex
Normal file
51
Claudio_Maggioni_3/ex2-4-ys.tex
Normal file
|
|
@ -0,0 +1,51 @@
|
|||
% This file was created by matlab2tikz.
|
||||
%
|
||||
\definecolor{mycolor1}{rgb}{0.00000,0.44700,0.74100}%
|
||||
%
|
||||
\begin{tikzpicture}
|
||||
|
||||
\begin{axis}[%
|
||||
width=4.617in,
|
||||
height=3.641in,
|
||||
at={(0.774in,0.491in)},
|
||||
scale only axis,
|
||||
xmin=0,
|
||||
xmax=30,
|
||||
ymode=log,
|
||||
ymin=4.18737896779034e-16,
|
||||
ymax=1,
|
||||
yminorticks=true,
|
||||
axis background/.style={fill=white}
|
||||
]
|
||||
\addplot [color=mycolor1, mark=*, mark options={solid, mycolor1}, forget plot]
|
||||
table[row sep=crcr]{%
|
||||
0 1\\
|
||||
1 0.922376114248889\\
|
||||
2 0.89280739362912\\
|
||||
3 0.756393258911934\\
|
||||
4 0.298231959620787\\
|
||||
5 0.260719631500909\\
|
||||
6 0.245396844243162\\
|
||||
7 0.18301283597033\\
|
||||
8 0.149379820900806\\
|
||||
9 0.141688856117852\\
|
||||
10 0.0915042691116316\\
|
||||
11 0.0692977795197531\\
|
||||
12 0.0687332177822504\\
|
||||
13 0.0438430135856068\\
|
||||
14 0.0342703823600005\\
|
||||
15 0.0310765754933112\\
|
||||
16 0.0162108702605621\\
|
||||
17 0.0111113740774223\\
|
||||
18 0.00649240799550402\\
|
||||
19 0.00267559882211434\\
|
||||
20 0.00126486514852597\\
|
||||
21 0.000205881258659308\\
|
||||
22 1.95308875917095e-05\\
|
||||
23 2.42470212441251e-07\\
|
||||
24 4.60765435070989e-10\\
|
||||
25 1.67328301523398e-13\\
|
||||
26 4.18737896779034e-16\\
|
||||
};
|
||||
\end{axis}
|
||||
\end{tikzpicture}%
|
||||
143
Claudio_Maggioni_3/main.m
Normal file
143
Claudio_Maggioni_3/main.m
Normal file
|
|
@ -0,0 +1,143 @@
|
|||
%% Homework 3 - Optimization Methods
|
||||
% Author: Claudio Maggioni
|
||||
%
|
||||
% Note: exercises are not in the right order due to matlab constraints of
|
||||
% functions inside of scripts.
|
||||
|
||||
clc
|
||||
clear
|
||||
close all
|
||||
|
||||
% Set to non-zero to generate LaTeX for graphs
|
||||
enable_m2tikz = 1;
|
||||
if enable_m2tikz
|
||||
addpath /home/claudio/git/matlab2tikz/src
|
||||
else
|
||||
matlab2tikz = @(a,b,c) 0;
|
||||
end
|
||||
|
||||
syms x y;
|
||||
f = (1 - x)^2 + 100 * (y - x^2)^2;
|
||||
global fl
|
||||
fl = matlabFunction(f);
|
||||
|
||||
%% 1.3 - Newton and GD solutions and energy plot
|
||||
|
||||
[x1, xs1, gs1] = Newton(f, [0;0], 50000, 1e-6, true);
|
||||
plot(xs1(1, :), xs1(2, :), 'Marker', '.');
|
||||
fprintf("Newton backtracking: it=%d\n", size(xs1, 2)-1);
|
||||
xlim([-0.01 1.01])
|
||||
ylim([-0.01 1.01])
|
||||
hold on;
|
||||
[x2, xs2, gs2] = Newton(f, [0;0], 50000, 1e-6, false);
|
||||
plot(xs2(1, :), xs2(2, :), 'Marker', '.');
|
||||
fprintf("Newton: it=%d\n", size(xs2, 2)-1);
|
||||
|
||||
[x3, xs3, gs3] = GD(f, [0;0], 50000, 1e-6, true);
|
||||
plot(xs3(1, :), xs3(2, :), 'Marker', '.');
|
||||
fprintf("GD backtracking: it=%d\n", size(xs3, 2)-1);
|
||||
|
||||
[x4, xs4, gs4] = GD(f, [0;0], 50000, 1e-6, false);
|
||||
plot(xs4(1, :), xs4(2, :), 'Marker', '.');
|
||||
fprintf("GD: it=%d\n", size(xs4, 2)-1);
|
||||
hold off;
|
||||
legend('Newton + backtracking', 'Newton', 'GD + backtracking', 'GD (alpha=1)')
|
||||
sgtitle("Iterations of Newton and Gradient descent methods over 2D energy landscape");
|
||||
matlab2tikz('showInfo', false, './ex1-3.tex');
|
||||
|
||||
figure;
|
||||
plot(xs4(1, :), xs4(2, :), 'Marker', '.');
|
||||
legend('GD (alpha=1)')
|
||||
sgtitle("Iterations of Newton and Gradient descent methods over 2D energy landscape");
|
||||
matlab2tikz('showInfo', false, './ex1-3-large.tex');
|
||||
|
||||
%% 2.3 - BGFS solution and energy plot
|
||||
|
||||
figure;
|
||||
[x5, xs5, gs5] = BGFS(f, [0;0], eye(2), 50000, 1e-6);
|
||||
xlim([-0.01 1.01])
|
||||
ylim([-0.01 1.01])
|
||||
plot(xs5(1, :), xs5(2, :), 'Marker', '.');
|
||||
fprintf("BGFS backtracking: it=%d\n", size(xs5, 2)-1);
|
||||
|
||||
sgtitle("Iterations of BGFS method over 2D energy landscape");
|
||||
matlab2tikz('showInfo', false, './ex2-3.tex');
|
||||
|
||||
%% 1.4 - Newton and GD gradient norm log
|
||||
|
||||
figure;
|
||||
semilogy(0:size(xs1, 2)-1, gs1, 'Marker', '.');
|
||||
ylim([5e-10, 1e12]);
|
||||
xlim([-1, 30]);
|
||||
hold on
|
||||
semilogy(0:size(xs2, 2)-1, gs2, 'Marker', '.');
|
||||
semilogy(0:size(xs3, 2)-1, gs3, 'Marker', '.');
|
||||
semilogy(0:size(xs4, 2)-1, gs4, 'Marker', '.');
|
||||
hold off
|
||||
|
||||
legend('Newton + backtracking', 'Newton', 'GD + backtracking', 'GD (alpha=1)')
|
||||
sgtitle("Gradient norm w.r.t. iteration number for Newton and GD methods");
|
||||
matlab2tikz('showInfo', false, './ex1-4-grad.tex');
|
||||
|
||||
figure;
|
||||
semilogy(0:size(xs3, 2)-1, gs3, 'Marker', '.');
|
||||
ylim([1e-7, 1e10]);
|
||||
hold on
|
||||
semilogy(0:size(xs4, 2)-1, gs4, 'Marker', '.');
|
||||
hold off
|
||||
|
||||
legend('GD + backtracking', 'GD (alpha=1)')
|
||||
sgtitle("Gradient norm w.r.t. iteration number for Newton and GD methods");
|
||||
matlab2tikz('showInfo', false, './ex1-4-grad-large.tex');
|
||||
|
||||
figure;
|
||||
ys1 = funvalues(xs1);
|
||||
ys2 = funvalues(xs2);
|
||||
ys3 = funvalues(xs3);
|
||||
ys4 = funvalues(xs4);
|
||||
ys5 = funvalues(xs5);
|
||||
semilogy(0:size(xs1, 2)-1, ys1, 'Marker', '.');
|
||||
ylim([5e-19, 1e12]);
|
||||
xlim([-1, 30]);
|
||||
hold on
|
||||
semilogy(0:size(xs2, 2)-1, ys2, 'Marker', '.');
|
||||
semilogy(0:size(xs3, 2)-1, ys3, 'Marker', '.');
|
||||
semilogy(0:size(xs4, 2)-1, ys4, 'Marker', '.');
|
||||
hold off
|
||||
|
||||
legend('Newton + backtracking', 'Newton', 'GD + backtracking', 'GD (alpha=1)')
|
||||
sgtitle("Objective function value w.r.t. iteration number for Newton and GD methods");
|
||||
matlab2tikz('showInfo', false, './ex1-4-ys.tex');
|
||||
|
||||
figure;
|
||||
|
||||
semilogy(0:size(xs3, 2)-1, ys3, 'Marker', '.');
|
||||
semilogy(0:size(xs4, 2)-1, ys4, 'Marker', '.');
|
||||
|
||||
legend('GD + backtracking', 'GD (alpha=1)')
|
||||
sgtitle("Objective function value w.r.t. iteration number for Newton and GD methods");
|
||||
matlab2tikz('showInfo', false, './ex1-4-ys-large.tex');
|
||||
|
||||
%% 2.4 - BGFS gradient norms plot
|
||||
|
||||
figure;
|
||||
semilogy(0:size(xs5, 2)-1, gs5, 'Marker', '.');
|
||||
|
||||
sgtitle("Gradient norm w.r.t. iteration number for BGFS method");
|
||||
matlab2tikz('showInfo', false, './ex2-4-grad.tex');
|
||||
|
||||
%% 2.4 - BGFS objective values plot
|
||||
|
||||
figure;
|
||||
semilogy(0:size(xs5, 2)-1, ys5, 'Marker', '.');
|
||||
|
||||
sgtitle("Objective function value w.r.t. iteration number for BGFS methods");
|
||||
matlab2tikz('showInfo', false, './ex2-4-ys.tex');
|
||||
|
||||
function ys = funvalues(xs)
|
||||
ys = zeros(1, size(xs, 2));
|
||||
global fl
|
||||
for i = 1:size(xs, 2)
|
||||
ys(i) = fl(xs(1,i), xs(2,i));
|
||||
end
|
||||
end
|
||||
Reference in a new issue