Permalink
Switch branches/tags
Nothing to show
Find file Copy path
Fetching contributors…
Cannot retrieve contributors at this time
14 lines (11 sloc) 614 Bytes
% Test the "lbfgs" Matlab interface on the Hock & Schittkowski test problem
% #38. See: Willi Hock and Klaus Schittkowski. (1981) Test Examples for
% Nonlinear Programming Codes. Lecture Notes in Economics and Mathematical
% Systems Vol. 187, Springer-Verlag.
% The starting point.
x0 = [-3 -1 -3 -1]; % The starting point.
lb = [-10 -10 -10 -10]; % Lower bound on the variables.
ub = [+10 +10 +10 +10]; % Upper bound on the variables.
x = lbfgsb(x0,lb,ub,'computeObjectiveHS038','computeGradientHS038',...
[],'genericcallback','maxiter',80,'m',4,'factr',1e-12,...
'pgtol',1e-5);