大域的最適化

function [user,inform] = e05jb_monitor(n,ncall,xbest,icount,ninit,list,numpts,initpt,nbaskt,
xbaskt,boxl,boxu,nstate,user)

inform = int32(0);

if (nstate == 0 || nstate == 1)
    disp(sprintf('\n'))
    disp('*** Begin monitoring information ***');
    disp(sprintf('\n'))
end

if (nstate <= 0)
    disp(['Total sub-boxes = ' num2str(icount(1))]);
    disp(['Total function evaluations = ' num2str(ncall)]);
    disp(['Total function evaluations used in local searches = ' num2str(icount(2))]);
    disp(['Total points used in local search = ' num2str(icount(3))]);
    disp(['Total sweeps through levels = ' num2str(icount(4))]);
    disp(['Total splits by init. list = ' num2str(icount(5))]);
    disp(['Lowest level with nonsplit boxes = ' num2str(icount(6))]);
    disp(['Number of candidate minima in the ''shopping basket'' = ' num2str(nbaskt)]);
    disp('Shopping basket:');
    disp(xbaskt);
    disp(sprintf('\n'))
    disp('*** End monitoring information ***');
    disp(sprintf('\n'))
end

function [f,user,inform] = e05jb_objective(n,x,nstate,user)

if (n==2)
    inform = int32(0);
else
    inform = int32(-1);
end

if (inform >= 0)

    % We're prepared to evaluate the objective at this point
    
    if (nstate == 1)
        disp(sprintf('\n'));
        disp('(OBJFUN was just called for the first time)');
    end

    f = peaks(x(1), x(2));
end

% Problem data for peaks function
prob = 'peaks';
xres = 100;
yres = 100;

bl = [-3; -3];
bu = -bl;
fglob = -6.55; % Approx.
xglob = [0.23; -1.63]; % Approx.



% Initialize e05jb
n = int32(length(bl));
[comm, ifail] = e05ja(n);

if (ifail == 0)

    % Vanilla call. 
    disp(sprintf('\n'));
    disp('Solve with no options or init.-list data');

    ibound = int32(0);             % All bounds will be given;
    iinit = int32(0);              % Default initialization method;
    list = zeros(n,3);             % Only need to _declare_ the init.-list
    numpts = zeros(n, 1, 'int32'); % data: these will be _set_ internally.
    initpt = zeros(n, 1, 'int32');

    [bl, bu, listOut, numptsOut, initptOut, ...
     xbest, obj, comm, userOut, ifail] = ...
        e05jb('e05jb_objective', ibound, iinit, bl, bu, list, ...
              numpts, initpt, 'e05jb_monitor', comm);

    disp(['e05jb (no options) exited with ifail = ' num2str(ifail)]);

    if (ifail == 0)
        disp('xbest:');
        disp(xbest);
        disp(['obj = ' num2str(obj)]);
    end

    % Set some options. No need to reinitialize: n hasn't changed, and we
    % didn't set any options above.
    disp(sprintf('\n'));
    disp('Solve with options and init.-list data');

    % Echo the setting of opt. params.
    comm = e05jd('List', comm);

    comm = e05jd('Function Evaluations Limit = 100000', comm);
    comm = e05jf('Static Limit', 3*n, comm);

    % Increase infbnd by factor of 10.
    infbnd = e05jl('Infinite Bound Size', comm);
    comm = e05jg('Infinite Bound Size', 10*infbnd, comm);

    comm = e05je('Local Searches', 'on', comm);

    % Set the initialization-list data.
    iinit = int32(3);                      % We're providing the data this time:
    list = zeros(n, 3);
    list(:, 1) = bl; list(:, 3) = bu;
    list(:, 2) = [-1; 0];
    numpts = int32(3)*ones(n, 1, 'int32'); % 3 splitting points for each dim;
    initpt = int32(2)*ones(n, 1, 'int32'); % 2nd pt in each row to be the 'init.' pt.

    [bl, bu, listOut, numptsOut, initptOut, ...
     xbest, obj, comm, userOut, ifail] = ...
        e05jb('e05jb_objective', ibound, iinit, bl, bu, list, ...
              numpts, initpt, 'e05jb_monitor', comm);

    disp(['e05jb (options) exited with ifail = ' num2str(ifail)]);

    if (ifail == 0)
        disp('xbest:');
        disp(xbest);
        disp(['obj = ' num2str(obj)]);
    end

end

Solve with no options or init.-list data


(OBJFUN was just called for the first time)


*** Begin monitoring information ***


Total sub-boxes = 228
Total function evaluations = 196
Total function evaluations used in local searches = 87
Total points used in local search = 13
Total sweeps through levels = 12
Total splits by init. list = 5
Lowest level with nonsplit boxes = 7
Number of candidate minima in the 'shopping basket' = 2
Shopping basket:
   -1.3474    0.2283
    0.2045   -1.6255


*** End monitoring information ***


e05jb (no options) exited with ifail = 0
xbest:
    0.2283
   -1.6255
obj = -6.5511


Solve with options and init.-list data
      Function Evaluations Limit = 100000
      Static Limit               6
      Infinite Bound Size    1.1579208923731620E+78
      Local Searches on


(OBJFUN was just called for the first time)


*** Begin monitoring information ***


Total sub-boxes = 146
Total function evaluations = 169
Total function evaluations used in local searches = 102
Total points used in local search = 7
Total sweeps through levels = 7
Total splits by init. list = 5
Lowest level with nonsplit boxes = 4
Number of candidate minima in the 'shopping basket' = 2
Shopping basket:
    0.2283   -1.3474
   -1.6255    0.2045


*** End monitoring information ***


e05jb (options) exited with ifail = 0
xbest:
    0.2283
   -1.6255
obj = -6.5511