Add the Himmelblau function, as defined in Applied Nonlinear Programming.

[octave.git] / optimization / test_functions / himmelblau_hessian.m

diff --git a/optimization/test_functions/himmelblau_hessian.m b/optimization/test_functions/himmelblau_hessian.m
new file mode 100644 (file)
index 0000000..5a8752f
--- /dev/null
+++ b/optimization/test_functions/himmelblau_hessian.m
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+function H = himmelblau_hessian(x1, x2)
+  ##
+  ## The Hessian of the Himmelblau function. See himmelblau.m for more
+  ## information.
+  ##
+  H = zeros(2,2);
+  H(1,1) = 12*x1^2 + 4*x2 - 42;
+  H(1,2) = 4*x1 + 4*x2;
+  H(2,1) = 4*x1 + 4*x2;
+  H(2,2) = 12*x2^2 + 4*x1 - 26;
+end