Maxima branch_5_47_base_7_g39559bd_dirty Manual: Examples for cobyla

43.3 Examples for cobyla

x1*x2を1-x1^2-x2^2 >= 0の条件で最小化します。理論的解はx1 = 1/sqrt(2), x2 = -1/sqrt(2)です。

(%i1) load("fmin_cobyla")$

(%i2) fmin_cobyla(x1*x2, [x1, x2], [1,1], 
                  constraints = [x1^2+x2^2<=1], iprint=1);

   Normal return from subroutine COBYLA

   NFVALS =   66   F =-5.000000E-01    MAXCV = 1.999845E-12
   X = 7.071058E-01  -7.071077E-01
(%o2) [[x1 = 0.70710584934848, x2 = - 0.7071077130248], 
       - 0.49999999999926, [[-1.999955756559757e-12],[]], 66]

追加の例はshare/cobyla/exディレクトリにあります。