optimization/test_functions/powell_hessian.m

   1 function H = powell_hessian(x1, x2, x3, x4)
   2   ##
   3   ## The Hessian of the Powell function. See powell.m for more
   4   ## information.
   5   ##
   6   H = zeros(4,4);
   7
   8   H(1,1) = 120*(x1 - x4)^2 + 2;
   9   H(1,2) = 20;
  10   H(1,3) = 0;
  11   H(1,4) = -120*(x1 - x4)^2;
  12
  13   H(2,1) = H(1,2);
  14   H(2,2) = 12*(x2 - 2*x3)^2 + 200;
  15   H(2,3) = -24*(x2 - 2*x3)^2;
  16   H(2,4) = 0;
  17
  18   H(3,1) = H(1,3);
  19   H(3,2) = H(1,3);
  20   H(3,3) = 48*(x2 - 2*x3)^2 + 10;
  21   H(3,4) = -10;
  22
  23   H(4,1) = H(1,4);
  24   H(4,2) = H(2,4);
  25   H(4,3) = H(3,4);
  26   H(4,4) = 120*(x1 - x4)^2 + 10;
  27 end