added Jesper's optimisation pracs

optimisation/README.md

+# Optimisation practical
+
+Open `OptPractical.m` in matlab and follow the instructions.
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optimisation/refresh_peaks.m

+function refresh_peaks(x,y,xp,yp)
+
+clf;
+
+z = 3 * (1-x).^2 .* exp(-(x.^2) - (y+1).^2) - 10 * (x/5 - x.^3 - y.^5) .* exp(-x.^2 - y.^2) - 1/3 * exp(-(x+1).^2 - y.^2);
+surfc(x,y,z,'EdgeColor',[.5 .5 .5]);
+xlabel('x');
+ylabel('y');
+hold on;
+zp = 3 * (1-xp).^2 .* exp(-(xp.^2) - (yp+1).^2) - 10 * (xp/5 - xp.^3 - yp.^5) .* exp(-xp.^2 - yp.^2) - 1/3 * exp(-(xp+1).^2 - yp.^2);
+plot3(xp,yp,zp,'ro','MarkerSize',8,'MarkerFaceColor','r','MarkerEdgeColor','k','LineWidth',2);
+
+return

optimisation/refresh_rosenbrock.m

+function refresh_rosenbrock(x,y,lcm,pp)
+
+rosen = (1-x).^2 + 100*(y-x.^2).^2;    % Function values on grid
+clf;
+surfc(x,y,rosen,'EdgeColor',[.5 .5 .5]);
+xlabel('x');
+ylabel('y');
+
+colormap(lcm);
+axis([-1.5 2 -1 3 -200 2500]);
+view(-28,30);
+
+hold on;
+xm=1; ym=1; fm=(1-xm).^2 + 100*(ym-xm.^2).^2;
+plot3(xm,ym,fm,'ro','MarkerSize',12,'MarkerFaceColor','r','MarkerEdgeColor','k','LineWidth',3);
+
+for i=1:size(pp,2)
+   fp=(1-pp(1,i)).^2 + 100*(pp(2,i)-pp(1,i).^2).^2; 
+   plot3(pp(1,i),pp(2,i),fp,'ro','MarkerSize',8,'MarkerFaceColor','b','MarkerEdgeColor','k','LineWidth',2);
+end
+

optimisation/refresh_sse.m

+function refresh_sse(beta1,beta2,sse,lcm,b)
+
+clf;
+surfc(beta1,beta2,sse,'EdgeColor',[.5 .5 .5]);
+xlabel('b1');
+ylabel('b2');
+view(-70,52);
+axis([3 6 -0.05 0.2 0 4000]);
+
+colormap(lcm);
+
+hold on
+plot3(b(1),b(2),b(3),'ro','MarkerSize',12,'MarkerFaceColor','b','MarkerEdgeColor','k','LineWidth',2);
+
+return
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