Optimization

336 Appendix B

falpha2 = func_multivar(x+alpha2*search);

for i= 1:1000

if falpha1 > falpha2

a = alpha1;

alpha1 = alpha2;

falpha1 = falpha2;

alpha2 = tau*a + (1-tau)*b;

falpha2 = func_multivar(x+alpha2*search);

else

b = alpha2;

alpha2 = alpha1;

falpha2 = falpha1;

alpha1 = tau*b + (1-tau)*a;

falpha1 = func_multivar(x+alpha1*search);

end

if abs(func_multivar(x+alpha1*search)-

func_multivar(x+alpha2*search)) < epsilon

break;

end

end

%

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% MATLAB code func_multivar.m

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%

function fx = func_multivar(x)

fx = 100*(x(2)-x(1)^2)^2 + (1-x(1))^2;

%

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% MATLAB code ...