% Demo program for levmar's MEX-file interface % Performs minimization of several test problems % Unconstrained minimization % fitting the exponential model x_i=p(1)*exp(-p(2)*i)+p(3) of expfit.c to noisy measurements obtained with (5.0 0.1 1.0) p0=[1.0, 0.0, 0.0]; x=[5.8728, 5.4948, 5.0081, 4.5929, 4.3574, 4.1198, 3.6843, 3.3642, 2.9742, 3.0237, 2.7002, 2.8781,... 2.5144, 2.4432, 2.2894, 2.0938, 1.9265, 2.1271, 1.8387, 1.7791, 1.6686, 1.6232, 1.571, 1.6057,... 1.3825, 1.5087, 1.3624, 1.4206, 1.2097, 1.3129, 1.131, 1.306, 1.2008, 1.3469, 1.1837, 1.2102,... 0.96518, 1.2129, 1.2003, 1.0743]; options=[1E-03, 1E-15, 1E-15, 1E-20, 1E-06]; % arg demonstrates additional data passing to expfit/jacexpfit arg=[40]; [ret, popt, info]=levmar('expfit', 'jacexpfit', p0, x, 200, options, arg); disp('Exponential model fitting (see also ../expfit.c)'); popt % Meyer's (reformulated) problem p0=[8.85, 4.0, 2.5]; x=[]; x(1:4)=[34.780, 28.610, 23.650, 19.630]; x(5:8)=[16.370, 13.720, 11.540, 9.744]; x(9:12)=[8.261, 7.030, 6.005, 5.147]; x(13:16)=[4.427, 3.820, 3.307, 2.872]; options=[1E-03, 1E-15, 1E-15, 1E-20, 1E-06]; % arg1, arg2 demonstrate additional dummy data passing to meyer/jacmeyer arg1=[17]; arg2=[27]; %[ret, popt, info]=levmar('meyer', 'jacmeyer', p0, x, 200, options, arg1, arg2); %[ret, popt, info, covar]=levmar('meyer', 'jacmeyer', p0, x, 200, options, arg1, arg2); [ret, popt, info, covar]=levmar('meyer', p0, x, 200, options, 'unc', arg1, arg2); disp('Meyer''s (reformulated) problem'); popt % Linear constraints % Boggs-Tolle problem 3 p0=[2.0, 2.0, 2.0, 2.0, 2.0]; x=[0.0, 0.0, 0.0, 0.0, 0.0]; options=[1E-03, 1E-15, 1E-15, 1E-20]; adata=[]; A=[1.0, 3.0, 0.0, 0.0, 0.0; 0.0, 0.0, 1.0, 1.0, -2.0; 0.0, 1.0, 0.0, 0.0, -1.0]; b=[0.0, 0.0, 0.0]'; [ret, popt, info, covar]=levmar('bt3', 'jacbt3', p0, x, 200, options, 'lec', A, b, adata); disp('Boggs-Tolle problem 3'); popt % Box constraints % Hock-Schittkowski problem 01 p0=[-2.0, 1.0]; x=[0.0, 0.0]; lb=[-realmax, -1.5]; ub=[realmax, realmax]; options=[1E-03, 1E-15, 1E-15, 1E-20]; [ret, popt, info, covar]=levmar('hs01', 'jachs01', p0, x, 200, options, 'bc', lb, ub); disp('Hock-Schittkowski problem 01'); popt % Box and linear constraints % Hock-Schittkowski modified problem 52 p0=[2.0, 2.0, 2.0, 2.0, 2.0]; x=[0.0, 0.0, 0.0, 0.0]; lb=[-0.09, 0.0, -realmax, -0.2, 0.0]; ub=[realmax, 0.3, 0.25, 0.3, 0.3]; A=[1.0, 3.0, 0.0, 0.0, 0.0; 0.0, 0.0, 1.0, 1.0, -2.0; 0.0, 1.0, 0.0, 0.0, -1.0]; b=[0.0, 0.0, 0.0]'; options=[1E-03, 1E-15, 1E-15, 1E-20]; [ret, popt, info, covar]=levmar('modhs52', 'jacmodhs52', p0, x, 200, options, 'blec', lb, ub, A, b); disp('Hock-Schittkowski modified problem 52'); popt % Hock-Schittkowski modified problem 235 p0=[-2.0, 3.0, 1.0]; x=[0.0, 0.0]; lb=[-realmax, 0.1, 0.7]; ub=[realmax, 2.9, realmax]; A=[1.0, 0.0, 1.0; 0.0, 1.0, -4.0]; b=[-1.0, 0.0]'; options=[1E-03, 1E-15, 1E-15, 1E-20]; [ret, popt, info, covar]=levmar('mods235', p0, x, 200, options, 'blec', lb, ub, A, b); disp('Hock-Schittkowski modified problem 235'); popt