2021-07-23 11:56:24 +02:00
|
|
|
function [fval, fjac] = powell1(x)
|
|
|
|
|
|
|
|
% Copyright © 2021 Dynare Team
|
|
|
|
%
|
|
|
|
% This file is part of Dynare.
|
|
|
|
%
|
|
|
|
% Dynare 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.
|
|
|
|
%
|
|
|
|
% Dynare 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 Dynare. If not, see <https://www.gnu.org/licenses/>.
|
|
|
|
|
|
|
|
if nargin==1
|
|
|
|
fval = zeros(4, 1);
|
|
|
|
fval(1) = x(1)+10*x(2);
|
|
|
|
fval(2) = sqrt(5)*(x(3)-x(4));
|
|
|
|
tmp = x(2)-2*x(3);
|
|
|
|
fval(3) = tmp*tmp;
|
|
|
|
tmp = x(1)-x(4);
|
|
|
|
fval(4) = sqrt(10)*tmp*tmp;
|
|
|
|
if nargout>1
|
|
|
|
fjac = zeros(4);
|
|
|
|
fjac(1,1) = 1;
|
|
|
|
fjac(1,2) = 10;
|
|
|
|
fjac(2,3) = sqrt(5);
|
|
|
|
fjac(2,4) = -fjac(2,3);
|
|
|
|
fjac(3,2) = 2*(x(2)-2*x(3));
|
|
|
|
fjac(3,3) = -2*fjac(3,2);
|
|
|
|
fjac(4,1) = 2*sqrt(10)*(x(1)-x(4));
|
|
|
|
fjac(4,4) = -fjac(4,1);
|
|
|
|
end
|
2021-07-23 19:41:10 +02:00
|
|
|
elseif ~nargin
|
2021-07-23 11:56:24 +02:00
|
|
|
if nargout==1
|
|
|
|
fval = [3; -1; 0; 1];
|
|
|
|
else
|
|
|
|
error('One output is required for initialization mode.')
|
|
|
|
end
|
|
|
|
else
|
|
|
|
error('Wrong number of input arguments.')
|
|
|
|
end
|