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MATLAB script file implementing the method of steepest descent

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Inputs:
x =
xa,
ya,
tol

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Required m-file
fp.m
is m-file for function f(x)
grad.m is m-file for gradient of f(x)

starting vector
xb = x-interval used in contour plot
yb = y-interval used in contour plot
= tolerance for stopping iteration

x=[-1.2;1.8];
xa=-1.5; xb=2; ya=-1; yb=2; xd=linspace(xa,xb,20);
yd=linspace(ya,yb,20); [X,Y]=meshgrid(xd,yd);
%% Example 1 Rosenbrocks function
% x=[-1.2, 1.8]; xa=-1.5; xb=2; ya=-1; yb=2; steep;
Z=100*(X.^2-Y).^2+(X-1).^2;
%% Example 2 x=[-1, 0.8]; xa=-1; xb=1; ya=-1; yb=1; steep;
% x=[1, 0.8]; x=[-0.8, -0.5];
%Z=(X-Y).^4+8*X.*Y-X+Y+3;
%Z=10*x^2+y^2;
tol=1.0*10^(-4); xpoints=x(1); ypoints=x(2); df=grad(x(1),x(2));
dfx=df(1); dfy=df(2); df1=[dfx, dfy]; d1=-df1; q=1; counter=1;
while norm(q)>tol
counter=counter+1;
s=fminbnd(fp,0,1,optimset(TolX,0.00001),x(1),x(2),d1(1),d1(2));
q=s*d1;
xx=x+q;
df=grad(xx(1),xx(2));
dfx=df(1); dfy=df(2);
df1=[dfx, dfy];
d1=-df1;
1

x=xx;
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fprintf(\n

%i

Computed Solution =

%e

%e,counter,x);

xpoints=[xpoints, x(1)];
ypoints=[ypoints, x(2)];
hold on
contour(X,Y,Z,30,b)
plot(xpoints,ypoints,ko-)
hold off
pause
end;
error=sqrt((1-x(1))^2+(1-x(2))^2);
fprintf(\n %i Computed Solution =

%e

%e

Error = %e,counter,x,error);