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ucost

Evaluate objective function and gradient

Calling Sequence

[f,gred,ind] = ucost(X,ind)

Parameters

X

real vector, variable of minimization.

ind

indicator for function evaluation

f

objective function evaluated

gred

reduced gradient of f evaluated at X. Only not fixed components are returned.

ind

returned indicator

Description

ubanh returns functon and gradient evaluation. ucost is designed to put aside evaluation on fixed variables. print: Set print to 0 if you don't want intermediate results Set print to n if you want results every n iterations. (default) no output genarted if print omitted. ind: See optim about costf for more details.

Examples

x=[-1;1;0];
bl=[-1E+20;1;-1E+20];
bu=[1E+20;1;1E+20];
[f,gred,ind]=ucost(x,4)
[f,gred,ind]=ucost(x,4,1)

See Also

Authors

Serge Steer, INRIA

Bibliography

Based on CUTEr authored by

Nicholas I.M. Gould - n.gould@rl.ac.uk - RAL

Dominique Orban - orban@ece.northwestern.edu - Northwestern

Philippe L. Toint - Philippe.Toint@fundp.ac.be - FUNDP

see http://hsl.rl.ac.uk/cuter-www


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