jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
38 lines
677 B
Matlab
38 lines
677 B
Matlab
function [f,g,H] = taylorModel(d,f,g,H,T)
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p = length(d);
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fd3 = 0;
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gd2 = zeros(p,1);
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Hd = zeros(p);
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for t1 = 1:p
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for t2 = 1:p
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for t3 = 1:p
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fd3 = fd3 + T(t1,t2,t3)*d(t1)*d(t2)*d(t3);
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if nargout > 1
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gd2(t3) = gd2(t3) + T(t1,t2,t3)*d(t1)*d(t2);
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end
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if nargout > 2
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Hd(t2,t3) = Hd(t2,t3) + T(t1,t2,t3)*d(t1);
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end
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end
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end
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end
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f = f + g'*d + (1/2)*d'*H*d + (1/6)*fd3;
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if nargout > 1
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g = g + H*d + (1/2)*gd2;
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end
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if nargout > 2
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H = H + Hd;
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end
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if any(abs(d) > 1e5)
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% We want the optimizer to stop if the solution is unbounded
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g = zeros(p,1);
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end |