Assignment III MATLAB CODE

INSTITUTO POLITÉCNICO NACIONAL
ESCUELA SUPERIOR DE INGENIERÍA QUÍMICA E

INDUSTRIAS EXTRACTIVAS
Departamento De Ingeniería Química Petrolera
MODELACIÓN, SIMULACIÓN Y OPTIMIZACIÓN DE

PROCESOS
“ASSIGNMENT III”
Profesor: Dr. Edgar Ramirez Jimenez

Integrantes del equipo:
 Illescas Sánchez Luis Alfredo

 Ortíz Alvarez José Manuel
 Pineda López Alinait de Jesús
You are required in this Assignment to develop a program using Matlab® applying the
Fletcher-Reeves method of the Conjugate Gradient to calculate the unconstrained
minimum of the following multivariable functions:
1. Rosenbrock’s parabolic valley:
ƒ(x1, x2) = 100(x2 − x12)2 + (1 − x1)2

x0 = [−1.2 0]t
2. Wood’s function:
ƒ(x1, x2, x3, x4) = [10(x2 − x12)]2 + (1 − x1)2 + 90(x4 – x32)2 + (1 − x3)2 +10(x2 + x4 − 2)2
+ 0.1(x2 − x4)
x0 = [−3 − 1 − 3 − 1]t
3. A nonlinear function of three variables:
ƒ(x1, x2, x3) = [1/(1 + (x1 − x2)2)]+ sin (1/2 * πx2x3) + exp [ −(((x1 + x3)/x2) – 2)2]
x0 = [0 1 2]t
4. Freudenstein and Roth function:
ƒ(x1, x2) = {−13 + x1 + [(5 − x2)x2 − 2] x2}2 + {−29 + x1 + [(x2 + 1)x2 − 14] x2}2
x0 = [0.5 − 2]t
5. A quartic function:
ƒ(x1, x2) = x14 − 2x2x12 + x22 + x12 − 2x1 + 5

x0 = [0 0]t
You must submit your report covering the following items:
1. The Matlab® source code.

2. The Contour-plot (when applies) showing the successive points.
3. Table of iterations comprising: iteration number, x value, ƒ(x) value and ∇ ƒ(x).
ECUACION 1:
Código:
%funcion objetivo
f=inline('100*((x(2)-x(1)^2)^2)+(1-x(1))^2');
x=[-1.2 0];
tol=10^-4;
%gradientes
gr1=inline('200*(x(2)-x(1)^2)*(-2*x(1))-2*(1-x(1))');
gr2=inline('200*(x(2)-x(1)^2)');
gra=[gr1(x) gr2(x)];
%hessianos
he11=inline('-400*x(2)+1200*(x(1)^2)-2');
he12=inline('-400*x(1)');
he22=inline('200');
hess=[he11(x) he12(x);he12(x) he22(x)];
s=-gra;
n1=norm(s);
n2=n1;
numero=-1;
while n2>=tol
if(numero==20)
break;
else
end
numero=numero+1;
a=-(gra*s')/(s*hess*s');
x=x+a*s;
func=@(x)100*((x(2)-x(1)^2)^2)+(1-x(1))^2;
func(x);
fprintf('x1=%12.4f\t x2=%12.4f\t',x);
fprintf('f=%12.4f\t',func(x));
fprintf('Iteracion numero=%12.1d\n',numero);
fprintf('⍔=%12.2d\t',a);
end
Iteracion numero= 1 x1= -0.8224 x2= 0.1564 f= 30.3542 ?= 5.43e-04

Iteracion numero= 4 x1= 0.3105 x2= 0.6254 f= 28.4570 ?= 1.36e-04
ECUACION 2:
Código:
% funcion objetivo
f=inline('(10*(x(2)-x(1)^2))^2+(1-x(1))^2+90*(x(4)-
x(3)^2)^2+(1-x(3))^2+10*(x(2)+x(4)-2)^2+0.1*(x(2)-x(4))');
x=[-3 -1 -3 -1];
tol=10^-4;
%gradientes
gr1=inline('400*x(1)-400*x(1)*(x(2)-0.005)-2');
gr2=inline('220*x(2)+20*x(4)-200*x(1)^2-39.9');
gr3=inline('360*x(3)^2+360*x(3)*(x(4)-0.00555555555556)+2');
gr4=inline('200*x(4)+20*x(2)-180*x(3)^2-40.1');
gra=[gr1(x) gr2(x) gr3(x) gr4(x)];
%hessianos
he11=inline('1200*x(1)^2*400*(x(2)-0.005)');
he12=inline('-400*x(1)');
he13=inline('0');
he14=inline('0');
he21=inline('-400*x(1)');
he22=inline('220');
he23=inline('0');
he24=inline('20');
he31=inline('0');
he32=inline('0');
he33=inline('1080*x(3)-360*(x(4)-0.00555555555556)');
he34=inline('-360*x(3)');
he44=inline('200');
hess=[he11(x) he12(x) he13(x) he14(x);he14(x) he21(x)
he22(x) he23(x);he23(x) he24(x) he31(x) he32(x);he32(x)
he33(x) he34(x) he44(x) ];
s=-gra;
n1=norm(s);
n2=n1;
numero=0;
while n2>=tol
if(numero==20)
break;
else
end
numero=numero+1;
x=x+a*s;
funcion=@(x)(10*(x(2)-x(1)^2))^2+(1-x(1))^2+90*(x(4)-
x(3)^2)^2+(1-x(3))^2+10*(x(2)+x(4)-2)^2+0.1*(x(2)-x(4));
funcion(x);
fprintf('x1=%4.4f\t x2=%4.4f\t x3=%4.4f\t x4=%4.4f\t',x);

fprintf('f=%10.4f\t',funcion(x));
fprintf('Iteracion numero =%4.1d\n',numero);
end
Iteracion numero= 1 ?=4.16e-05 x1=-3.0031 x2=-1.0027 x3=-2.9944 x4=-1.0024 f=19179.3442

ECUACION 3:
Código:
% función objetivo
f=(‘1/(1+(x-y)^2)+sin(0.5*pi*y*z+exp(-(((x+z)/y)-2)^2))’);
tol=10^-4;
syms x
syms y
syms z
%derivadas
d1=diff(f,x);
d2=diff(f,y);
d3=diff(f,z);
de1=inline(char(d1));
%hessianos
he11=(diff(f,x,2));
he12=(diff(d1,y))+1e-24*y;
he13=(diff(d1,z))+1e-24*y+1e-24*z;
he21=(diff(d2,x))+1e-24*y;
he22=(diff(d2,y))+1e-24*y+1e-24*x;
he23=(diff(d2,z))+1e-24*y+1e-24*x+1e-24*z;
he33=(diff(d3,z))+1e-24*x+1e-24*y+1e-24*z;
hess11=inline(char(he11));
x=(0);
y=(1);
z=(2);
gra=[de1(x,y,z) de2(x,y,z) de3(x,y,z)];
h11 = hess11(x,y,z);
H = [h11 h12 h13; h13 h21 h22 ; h22 h23 h33];

detH = det(H);
s=-gra;
n1=norm(s);
n2=n1;
numero=0;
while n2 >= tol
if(numero==20)
break;
else
end
numero=numero+1;
H = [h11 h12 h13; h13 h21 h22 ; h22 h23 h33];
gra=[de1(x,y,z) de2(x,y,z) de3(x,y,z)];

a=(gra*s’)/(s*H*s’);
x=x+a*s(1);
y=y+a*s(2);
z=z+a*s(3);
f=@(x)1/(1+(x-y)^2)+sin(0.5*pi*y*z+exp(-(((x+z)/y)-2)^2));
f(x);
fprintf(‘x1=%4.4f\t ‘,x);
fprintf(‘x2=%4.4f\t ‘,y);
fprintf(‘x3=%4.4f\t ‘,z);
fprintf(‘f=%10.4f\t’,f(x));
fprintf(‘Iteracion numero=%4.1d\n’,numero);
fprintf(‘⍔=%6.2d\t’,a);
end
Iteracion numero= 1 ¿=-4.78e-01 x1=0.2388 x2=-0.0497 x3=1.5946 f= 0.7990

Iteracion numero= 2 ¿=1.05e+00 x1=-0.2870 x2=2.2615 x3=2.4872 f= 0.3723
Iteracion numero= 3 ¿=6.95e-01 x1=-0.6344 x2=3.7881 x3=3.0769 f= -0.3240
Iteracion numero= 6 ¿=8.26e-02 x1=-0.8478 x2=4.7261 x3=3.4391 f= 0.5284
Iteracion numero= 7 ¿=-2.06e-01 x1=-0.7446 x2=4.2724 x3=3.2639 f= -0.0119
Iteracion numero= 8 ¿=-4.14e+00 x1=1.3274 x2=-4.8335 x3=-0.2531 f= 0.9623
Iteracion numero= 9 ¿=-5.69e-02 x1=1.3558 x2=-4.9587 x3=-0.3014 f= 0.7323
Iteracion numero= 10 ¿=-1.42e-01 x1=1.4270 x2=-5.2716 x3=-0.4223 f= -0.3335
Iteracion numero= 11 ¿=4.26e-01 x1=1.2143 x2=-4.3365 x3=-0.0611 f= 0.4411
Iteracion numero= 12 ¿=4.71e-01 x1=0.9786 x2=-3.3008 x3=0.3389 f= -0.9315
Iteracion numero= 16 ?=1.16e+00 x1=0.2329 x2=-0.0238 x3=1.6046 f= 0.8783
Iteracion numero= 17 ?=1.09e+00 x1=-0.3119 x2=2.3705 x3=2.5293 f= -0.1884
Iteracion numero= 18 ?=-6.48e-01 x1=0.0122 x2=0.9465 x3=1.9793 f= -0.1767
Iteracion numero= 19 ?=-1.28e+00 x1=0.6535 x2=-1.8720 x3=0.8908 f= -0.3637
Iteracion numero= 20 ?=1.22e-01 x1=0.5926 x2=-1.6043 x3=0.9941 f= -0.4227
ECUACION 4:
Código:
% funcion objetivo
f=inline('(-13+x(1)+x(2)*((5-x(2))*x(2)-2))^2)+(-
29+x(1)+x(2)*((x(2)+1)*x(2)-14))^2)');
x=[0.5 -2];
tol=10^-4;
%gradientes
gr1=inline('4*x(1)+12*x(2)^2-32*x(2)-84');
gr2=inline('12*x(2)^5-40*x(2)^4+8*x(2)^3-
240*x(2)^2+24*x(2)*(x(1)+1)-32*x(1)+864');
he11=inline('4');
he12=inline('24*x(2)-32');
he22=inline('60*x(2)^4-160*x(2)^3+24*x(2)^2-
480*x(2)+24*(x(1)+1)');
s=-gra;
n1=norm(s);
n2=n1;
numero=0;
while n2>=tol
if (numero==20)
break;
else
end
numero=numero+1;
x=x+a*s;
f=@(x)(((((-13+x(1)+x(2)*((5-x(2))*x(2)-2))^2)))+(((-
29+x(1)+x(2)*((x(2)+1)*x(2)-14))^2)));
f(x);
fprintf('x1=%4.4f\t x2=%4.4f\t',x);
fprintf('f=%10.4f\t',f(x));
fprintf('Iteracion numero =%4.1d\n',numero);
end
Iteracion numero = 1 ?=3.00e-04 x1=0.4910 x2=-1.6185 f= 120.8459
Iteracion numero = 6 ?=3.00e-04 x1=0.4460 x2=0.2892 f= 1218.1863
Iteracion numero = 20 ?=3.00e-04 x1=0.3200 x2=5.6307 f=12479.8706
ECUACION 5:
Código:
% funcion objetivo
f=inline('x(1)^4-2*x(1)^2*x(2)+x(2)^2+x(1)^2-2*x(1)+5');
x=[0 0];
tol=10^-2;
%gradientes
gr1=inline('4*x(1)^3-4*x(1)*x(2)+2*x(1)-2');
gr2=inline('-2*x(1)^2+2*x(2)');
%hessianos
he11=inline('12*x(1)^2-4*x(2)+2');
he12=inline('-4*x(1)');
he22=inline('2');
s=-gra;
n1=norm(s);
n2=n1;
numero=0;
while n2>=tol
if (numero==20)
break;
else
end
numero=numero+1;
x=x+a*s;
f=@ (x)x(1)^4-2*x(1)^2*x(2)+x(2)^2+x(1)^2-2*x(1)+5;
f(x);
fprintf('x1=%4.4f\t x2=%4.4f\t',x);
fprintf('f=%10.4f\t',f(x));
fprintf('Iteracion numero=%4.1d\n',numero);
end
Iteracion numero= 1 ?=5.00e-01 x1=1.0000 x2=0.0000 f= 5.0000

Los cambios de la función empezaron a ser mínimos, incluso con mas iteraciones

Assignment III MATLAB CODE

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Assignment III MATLAB CODE

Uploaded by

Copyright:

Available Formats

INSTITUTO POLITÉCNICO NACIONAL

ESCUELA SUPERIOR DE INGENIERÍA QUÍMICA E

Departamento De Ingeniería Química Petrolera

MODELACIÓN, SIMULACIÓN Y OPTIMIZACIÓN DE

Profesor: Dr. Edgar Ramirez Jimenez

 Illescas Sánchez Luis Alfredo

1. Rosenbrock’s parabolic valley:

ƒ(x1, x2) = 100(x2 − x12)2 + (1 − x1)2

3. A nonlinear function of three variables:

4. Freudenstein and Roth function:

ƒ(x1, x2) = x14 − 2x2x12 + x22 + x12 − 2x1 + 5

You must submit your report covering the following items:

1. The Matlab® source code.

Iteracion numero= 2 x1= -0.4447 x2= 0.3127 f= 3.4079 ?= 2.71e-04

fprintf('x1=%4.4f\t x2=%4.4f\t x3=%4.4f\t x4=%4.4f\t',x);

Iteracion numero= 1 ?=4.16e-05 x1=-3.0031 x2=-1.0027 x3=-2.9944 x4=-1.0024 f=19179.3442

gra=[de1(x,y,z) de2(x,y,z) de3(x,y,z)];

H = [h11 h12 h13; h13 h21 h22 ; h22 h23 h33];

while n2 >= tol

gra=[de1(x,y,z) de2(x,y,z) de3(x,y,z)];

Iteracion numero= 1 ¿=-4.78e-01 x1=0.2388 x2=-0.0497 x3=1.5946 f= 0.7990

Iteracion numero= 1 ?=5.00e-01 x1=1.0000 x2=0.0000 f= 5.0000

You might also like