# demo/broydt_test.R In Rcgmin2: EXPERIMENTAL Conjugate gradient minimization of nonlinear functions with box constraints

```rm(list = ls())
library(Rcgmin)

broydt.f <- function(x) {
n <- length(x)
res <- rep(NA, n)
res[1] <- ((3 - 0.5 * x[1]) * x[1]) - 2 * x[2] + 1
tnm1 <- 2:(n - 1)
res[tnm1] <- ((3 - 0.5 * x[tnm1]) * x[tnm1]) - x[tnm1 - 1] -
2 * x[tnm1 + 1] + 1
res[n] <- ((3 - 0.5 * x[n]) * x[n]) - x[n - 1] + 1
sum(res * res)
}

broydt.g <- function(x) {
n <- length(x)
gg[1] <- -2 + 2 * x[1] + 4 * x[3] + (6 - 2 * x[1]) * (1 -
2 * x[2] + x[1] * (3 - 0.5 * x[1])) - 2 * x[2] * (3 -
0.5 * x[2])
gg[2] <- -6 + 4 * x[4] + 10 * x[2] + (6 - 2 * x[2]) * (1 -
x[1] - 2 * x[3] + x[2] * (3 - 0.5 * x[2])) - 4 * x[1] *
(3 - 0.5 * x[1]) - 2 * x[3] * (3 - 0.5 * x[3])
tnm2 <- 3:(n - 2)
gg[tnm2] <- -6 + 4 * x[tnm2 - 2] + 4 * x[tnm2 + 2] + 10 *
x[tnm2] + (6 - 2 * x[tnm2]) * (1 - x[tnm2 - 1] - 2 *
x[tnm2 + 1] + x[tnm2] * (3 - 0.5 * x[tnm2])) - 4 * x[tnm2 -
1] * (3 - 0.5 * x[tnm2 - 1]) - 2 * x[tnm2 + 1] * (3 -
0.5 * x[tnm2 + 1])
gg[n - 1] <- -6 + 4 * x[n - 3] + 10 * x[n - 1] + (6 - 2 *
x[n - 1]) * (1 - x[n - 2] - 2 * x[n] + x[n - 1] * (3 -
0.5 * x[n - 1])) - 4 * x[n - 2] * (3 - 0.5 * x[n - 2]) -
2 * x[n] * (3 - 0.5 * x[n])

gg[n] <- -4 + 4 * x[n - 2] + 8 * x[n] + (6 - 2 * x[n]) *
(1 - x[n - 1] + x[n] * (3 - 0.5 * x[n])) - 4 * x[n -
1] * (3 - 0.5 * x[n - 1])
return(gg)
}

ni <- c(1, 2, 3)

times <- matrix(NA, nrow = 3, ncol = 4)

for (ii in ni) {
n <- 10^ii
cat("n=", n, "\n")
afname <- paste("ansbroydt", n, "UG", sep = "")
x0 <- rep(pi, n)
ut <- system.time(ans <- Rcgmin(x0, broydt.f, broydt.g, control = list(trace = 1)))[1]
times[ii, 1] <- ut
sink(afname, split=TRUE)
print(ans)
sink()
afname <- paste("ansbroydt", n, "UN", sep = "")
ut <- system.time(ans <- Rcgmin(x0, broydt.f, control = list(trace = 1)))[1]
times[ii, 2] <- ut
sink(afname, split=TRUE)
print(ans)
sink()

lower <- rep(1, n)
upper <- rep(Inf, n)

afname <- paste("ansbroydt", n, "BG", sep = "")
x0 <- rep(pi, n)
ut <- system.time(ans <- Rcgmin(x0, broydt.f, broydt.g, lower = lower,
upper = upper, control = list(trace = 1)))[1]
times[ii, 3] <- ut
sink(afname, split=TRUE)
print(ans)
sink()
afname <- paste("ansbroydt", n, "BN", sep = "")
ut <- system.time(ans <- Rcgmin(x0, broydt.f, lower = lower,
upper = upper, control = list(trace = 1)))[1]
times[ii, 4] <- ut
#   ans
sink(afname, split=TRUE)
print(ans)
sink()
}

cat("Cols are UG, UN, BG, BN times\n")
print(times)
```

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Rcgmin2 documentation built on May 2, 2019, 4:41 p.m.