optimization/test_functions/wood_hessian.m

   1 function H = wood_hessian(x1, x2, x3, x4)
   2   %
   3   % The Hessian of the Wood function. See wood.m for more
   4   % information.
   5   %
   6   H = zeros(4,4);
   7   H(1,1) = 1200*x(1)^2 - 400*x(2) + 2;
   8   H(1,2) = -400*x(1);
   9   H(1,3) = 0;
  10   H(1,4) = 0;
  11   H(2,1) = H(1,2);
  12   H(2,2) = 220.2;
  13   H(2,3) = 0;
  14   H(2,4) = 19.8;
  15   H(3,1) = H(1,3);
  16   H(3,2) = H(2,3);
  17   H(3,3) = 1080*x(3)^2 - 360*x(4) + 2;
  18   H(3,4) = -360*x(3);
  19   H(4,1) = H(1,4);
  20   H(4,2) = H(2,4);
  21   H(4,3) = H(3,4);
  22   H(4,4) = 200.2;
  23 end