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From: Torsten Hennig on 30 Jul 2010 05:45
> The basic "count = 0 and while" structure should look
> something like this:
>
> count = 0;
> maxcount = 1000;
> while error > tol
> count = count+1;
> if count > maxcount
> disp('Reached maximum iterations before error
> re error within tolerance');
> break
> end
> % prepare variables for next iteration
> end
>
> I don't have time to comment on the rest of the code
> provided above, but if you don't add the count to the
> while loop you run the risk of the while loop never
> ending.

Good point.
So the actual status of the program looks something like

count = 0;
maxcount = 1000;
tol = 0.01;
error = 1.0;
x_lower = -20.0;
x_upper = 20.0;
x_old(1) = 5;
x_old(2) = 10;
while error > tol
count = count+1;
if count > maxcount
disp('Reached maximum iterations before error within tolerance');
break
end
% prepare variables for next iteration
y_array(1) = x_old(1)+x_old(2);
y_array(2) = x_old(2)^2+x_old(1);
y = @(x) -(y_array(1)-x^2-x);
z = @(x) -(y_array(2)^2-x-x^2);
x_new(1) = fminbnd(y,x_lower,x_upper);
x_new(2) = fminbnd(z,x_lower,x_upper);
error = norm(x_old-x_new);
x_old = x_new;
end

Best wishes
Torsten.
From: Anna Kaladze on 30 Jul 2010 11:43
Torsten hi,
Thanks a lot for your code! I have slightly adjusted your code, but looks like it does not work for a slightly different problem. It takes too long (or maybe I did smth. wrong). However, looks like if one sets x_old to [0.124993625436672, -0.624980876303235] it will equal to the feedback vector. But I can’t see why the code does not find that. Can you please have a look? Thanks.

tol=0.01;
q=9;
x_old(1) = 0.1;
x_old(2) = 0.1;
error=1.0;
x_lower = -20.0;
x_upper = 20.0;
while error > tol
y_array(1) = x_old(1)+x_old(2);
y_array(2) = x_old(2)^2-x_old(1);
y = @(x) -(y_array(1)-x^2-x);
z = @(x) -(y_array(2)^2-x-x^2);
x_new(1) = fminbnd(y,x_lower,x_upper);
x_new(2) = fminbnd(z,x_lower,x_upper);
x_feedback(1) = x_new(1)-x_old(1);
x_feedback(2) = x_new(2)-x_old(2);
error = norm(x_old-x_new);
x_old = x_old.*(1+error/q);
end
From: Anna Kaladze on 30 Jul 2010 12:15
Hi Andy and Torsten,
Thanks a lot for your replies. I didn't realize that you posted those last messages, so please ignore my last post. I will try to correct the code based on the "count" reccomendations to see if it works.
From: Anna Kaladze on 31 Jul 2010 02:28
Hi. The method does not work unfortunately.
The code is:

count = 0;
maxcount = 1000;
tol = 0.01;
error = 1.0;
x_lower = -20.0;
x_upper = 20.0;
x_old(1) = 1;
x_old(2) = 1;
while error > tol
count = count+1;
if count > maxcount
disp('Reached maximum iterations before error within tolerance');
break
end
% prepare variables for next iteration
y_array(1) = x_old(1)+x_old(2);
y_array(2) = x_old(2)^2-x_old(1);
y = @(x) -(y_array(1)-x^2-x);
z = @(x) -(y_array(2)^2-x^2-x);
x_new(1) = fminbnd(y,x_lower,x_upper);
x_new(2) = fminbnd(z,x_lower,x_upper);
x_feedback(1)=x_old(1)-x_new(1);
x_feedback(2)=x_old(2)-x_new(2);
error = norm(x_old-x_feedback);
x_old = x_feedback;
end
The answer is x_old=[-0.0411221739472606,-0.126633531641413]. Can you please see what might be wrong? Thanks a lot.
From: Torsten Hennig on 31 Jul 2010 02:29
> Hi. The method does not work unfortunately.
> The code is:
>
> count = 0;
> maxcount = 1000;
> tol = 0.01;
> error = 1.0;
> x_lower = -20.0;
> x_upper = 20.0;
> x_old(1) = 1;
> x_old(2) = 1;
> while error > tol
> count = count+1;
> if count > maxcount
> disp('Reached maximum iterations before error within
> tolerance');
> break
> end
> % prepare variables for next iteration
> y_array(1) = x_old(1)+x_old(2);
> y_array(2) = x_old(2)^2-x_old(1);
> y = @(x) -(y_array(1)-x^2-x);
> z = @(x) -(y_array(2)^2-x^2-x);
> x_new(1) = fminbnd(y,x_lower,x_upper);
> x_new(2) = fminbnd(z,x_lower,x_upper);
> x_feedback(1)=x_old(1)-x_new(1);
> x_feedback(2)=x_old(2)-x_new(2);
> error = norm(x_old-x_feedback);
> x_old = x_feedback;

I don't understand why you set x_old = x_feedback here
instead of x_old = x_new.
If the iteration converges, you will have
x_feedback = 0 in the end and thus x_old=0 in the end.
I don't think that this is what you want.

From your first mail I assumed that you wanted
to update x_guess by x_new - but this does not seem
to be the case - does it ?

> end
> The answer is
> x_old=[-0.0411221739472606,-0.126633531641413]. Can
> you please see what might be wrong? Thanks a lot.

Best wishes
Torsten.
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