Add powell(), powell1() and their tests.

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

diff --git a/optimization/test_functions/powell.m b/optimization/test_functions/powell.m
new file mode 100644 (file)
index 0000000..5031316
--- /dev/null
+++ b/optimization/test_functions/powell.m
@@ -0,0 +1,11 @@
+function f = powell(x1,x2,x3,x4)
+  ## The Powell function. See Dennis & Schnabel, Appendix B, problem
+  ## #1. (The "regular" Powell function is simply the Extended Powell
+  ## with m=1).
+  ##
+  ## This function has a minimum at x=(0,0,0,0) with f(x) == 0. The
+  ## suggested starting point is x0=(3,-1,0,1).
+  ##
+  f = (x1 + 10*x2)^2 + 5*(x3 - x4)^2;
+  f = f + (x2 - 2*x3)^4 + 10*(x1 - x4)^4;
+end