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    發(fā)布日期: 2021-06-01
  • 語(yǔ)言: Matlab
  • 標(biāo)簽: 最優(yōu)化??matlab??

資源簡(jiǎn)介

用matlab實(shí)現(xiàn)了牛頓差分改進(jìn)后得到的共軛梯度算法,輸入多元函數(shù)的系數(shù)矩陣,即可求出函數(shù)的極值

資源截圖

代碼片段和文件信息

function?[mkdaXg1fv]?=?FR(GbcXe)
%X:為初始點(diǎn),列向量表示
%G:對(duì)稱正定矩陣;2*2
%b和c:函數(shù)參數(shù),列向量表示
%e:精度
%m:最后導(dǎo)數(shù)值(精度);k:參數(shù)beta;g1:導(dǎo)數(shù)矩陣
%a:各階段步長(zhǎng);X:各階段迭代點(diǎn);fv:函數(shù)極小值
if?nargin<5
????error(‘輸入?yún)?shù)必須為5‘);
end
n=length(G);
if?n==2
format???long?e?%rat
syms?x1?x2?lema
f=1/2*[x1x2]*G*[x1;x2]+b‘*[x1;x2]+c;
f=f(11);
g=[diff(fx1);diff(fx2)];

g1=subs(subs(gx1X(11))x2X(21));%代入x0
d=-g1;%第一個(gè)搜索方向
%a=-(d‘*g1)/(d‘*G*d);%第一步步長(zhǎng)

%----------中點(diǎn)法求零點(diǎn)----------------------------------
????df=[g1(:1)+lema*G*d(:1)]‘*d(:1)%輸出代入具體函數(shù)值的關(guān)于步長(zhǎng)的一階導(dǎo)數(shù),方便輸入?yún)^(qū)間
????df=inline(df);
????lf=-1;
????rt=1;
????while?abs(rt-lf)>e
????????mid=(lf+rt)/2;
????????if?df(mid)==0
????????????break;
????????else?if?df(mid)*df(rt)<0
????????????????lf=mid;
????????????else
????????????????rt=mid;
????????????end
????????end
????end
????a=mid;%根據(jù)二分法計(jì)算得到的步長(zhǎng)
????
????%--------------------------------------------------------

X(:2)=X(:1)+a*d;%第二個(gè)迭代點(diǎn)
g1=[g1?subs(subs(gx1X(12))x2X(22))];%算得第二個(gè)導(dǎo)數(shù)值,存于g1
m1=norm(g1(:1));%求導(dǎo)數(shù)的值,用于與精度e比較,確定是否達(dá)到精度
m=norm(g1(:2))
i=2;
k=zeros(1);
while?m>=e%函數(shù)一階導(dǎo)數(shù)代入迭代求得的x,當(dāng)為0時(shí)即表示達(dá)到最小值
????k(i-1)=(m/m1)^2;%計(jì)算參數(shù)beta(方向調(diào)整量),便于求下一個(gè)方向
????d(:i)=-g1(:i)+k(i-1)*d(:i-1);%計(jì)算下一個(gè)方向
????%a(i)=-(d(:i)‘*g1(:i))/(d(:i)‘*G*d(:i));?%計(jì)算下一個(gè)步長(zhǎng);
????
????%----------中點(diǎn)法求零點(diǎn)----------------------------------
????df=[g1(:i)+lema*G*d(:i)]‘*d(:i)%輸出代入具體函數(shù)值的關(guān)于步長(zhǎng)的一階導(dǎo)數(shù),方便輸入?yún)^(qū)間
????df=inline(df);
????lf=-1;
????rt=1;
????while?abs(rt-lf)>e
????????mid=(lf+rt)/2;
????????if?df(mid)==0
????????????break;
????????else?if?df(mid)*df(rt)<0
????????????????lf=mid;
????????????else
????????????????rt=mid;
????????????end
????????end
????end
????a(i)=mid;%根據(jù)二分法計(jì)算得到的步長(zhǎng)
????
????%--------------------------------------------------------
????X(:i+1)=X(:i)+a(i)*d(:i);%計(jì)算極值點(diǎn)
????g1=[g1?subs(subs(gx1X(1i+1))x2X(2i+1))];
????m1=m;
????m=norm(g1(:i+1))
????i=i+1;
end
fv=subs(subs(fx1X(1i))x2X(2i));?%求出函數(shù)極值

mkdaXg1fv
end

?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----

?????文件???????2288??2013-11-19?00:50??共軛梯度法衛(wèi)麗芳\FR.m

?????文件???????1206??2013-11-18?18:01??共軛梯度法衛(wèi)麗芳\FR2.m

?????文件??????22528??2013-11-19?01:17??共軛梯度法衛(wèi)麗芳\共軛梯度法課程設(shè)計(jì).doc

?????文件?????514048??2013-11-14?19:45??共軛梯度法衛(wèi)麗芳\最優(yōu)化共軛梯度法.ppt

?????目錄??????????0??2013-11-19?01:19??共軛梯度法衛(wèi)麗芳

-----------?---------??----------?-----??----

???????????????540070????????????????????5


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