ta?http-equiv=Content-Type?content=“text/html;?charset=iso-8859-1“>
%?Conjugate?Gradients?minimization?routine.??Uses?gradient?magnitude
%?for?termination?condition.
%
%?function?[x]?=?conjgrad（x0lsfunlsparamsogfunogparamsvarargin）
%?x0?-?initial?value?of?the?solution?[d1]
%?lsfun?-?pointer?to?line?search?function
%?function?[alpha]?=?lsfun（x0directionogfunparams）
%?????????x0?-?location?to?start?line?search?[d1]
%?????????direction?-?direction?from?x0?along?which?to?search?[d1]
%?????????ogfun?-?poitner?to?objective/gradient?function
%?????????params?-?cell?array?of?parameters?to?pass?to?ogfun
%?????????alpha?-?appx.?location?of?minimum?along?direction
%?????????????????appx.?minimium?is:?x0+alpha.*direction
%?lsparams?-?cell?array?of?parameters?to?pass?to?lsparams
%?ogfun?-?pointer?to?objective/gradient?calculation?function
%?function?[objgrad]?=?ogfun（xparams）
%?????x?-?parameter?value?at?which?to?calculate?obj/grad?[d1]
%?????params?-?additional?parameters
%?????obj?-?objective?value?at?x?[scalar]
%?????grad?-?gradient?at?x?[d1]
%?ogparams?-?cell?array?of?parameters?to?pass?to?ogfun
%?x?-?final?value?of?the?solution?（appxroximate?local?minimum）?[d1]
%
%?Additional?parameters?given?by?name/value?pairs?via?varagin.
%?E.g.?conjgrad（x0lsfunparamsogfun‘verbose‘0）
%
%?This?is?an?implementation?of?the?Polak-Ribiere?Nonlinear?Conjugate
%?Gradients?as?described?by?“An?introduction?to?the?conjugate
%?gradient?method?without?the?agonizing?pain“?by?Shewchuk?（1994）?and
%?“Numerical?Optimization“?by?Nocedal?and?Wright.
%
%?Note:?this?code?automatically?uses?the?last?alpha?as?initial?value?for
%?line?search.??This?can?backfire?causing?lots?of?backtracking?if?the
%?optimization?surface?isn‘t?nice.??To?avoid?this?pass?a?value?of?alpha0
%?as?part?of?lsparams?（e.g.?‘alpha0‘1e-6）
%
%?Written?by?Jason?Rennie?February?2005
%?Last?modified:?Wed?Mar?29?22:46:42?2006

function?[xnumiter]?=?conjgrad（x0lsfunlsparamsogfunogparamsvarargin）
??fn?=?mfilename;
??if?nargin?<?5
????error（‘insufficient?parameters‘）
??end

??%?Parameters?to?be?set?via?varargin
??verbose?=?1;?%?print?progress?information?if?true
??tol?=?1e-3;?%?geometric?decrease?in?gradient?magnitude?to?declare?minimum
??maxiter?=?1000;?%?stop?after?this?many?iterations?（if?no?minimum?found）
??nu?=?0.1;
??abstol?=?0;?%?stop?if?gradient?magnitude?goes?below?this
??allowNonDecrease?=?0;?%?don‘t?stop?if?line?search?fails?to?find?decrease
??%?Process?varargin
??paramgt;

??t0?=?clock;
??t1?=?t0;
??ogcalls?=?0;
??x?=?x0;
??numiter?=?0;
??j?=?0;
??alpha?=?1e-10;

??ogcalls?=?ogcalls?+?1;
??[objdx]?=?ogfun（xogparams{:}）;
??r?=?-dx;
??s?=?r;
??d?=?s;
??deltanew?=?full（r‘*d）;
??deltazero?=?deltanew;
??if?verbose
????fprintf（1‘Begin?deltazero=%1.1e?tol=%.0e?obj=%.1f\n‘deltazerotolobj）;
??end
??while?numiter?&l

?屬性????????????大小?????日期????時間???名稱
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?????文件????????585??2009-05-07?16:39??prpconj.m

?????文件???????4909??2006-06-03?09:44??conjgrad.m

?????文件????????678??2009-05-08?22:04??gongehanshu.m

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?????????????????6172????????????????????3