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基于Sigmund的經典99行代碼,將其中的OC優化器改成MMA優化器,包含所需變量定義和函數調用

代碼片段和文件信息
%????This?is?the?file?mmasub.m
%
function?[xmmaymmazmmalamxsietamuzetslowupp]?=?...
mmasub(mniterxvalxminxmaxxold1xold2?...
f0valdf0dxdf0dx2fvaldfdxdfdx2lowuppa0acd);
%
%????written?in?January?1999?by
%
%????Krister?Svanberg?(krille@math.kth.se)
%????Optimization?and?Systems?Theory?KTH
%????SE-10044?Stockholm?Sweden.
%
%????mmasub?performs?one?MMA-iteration?aimed?at
%????solving?the?nonlinear?programming?problem:
%?????????
%??????Minimize??f_0(x)?+?a_0*z?+?sum(?c_i*y_i?+?0.5*d_i*(y_i)^2?)
%????subject?to??f_i(x)?-?a_i*z?-?y_i?<=?0??i?=?1...m
%????????????????xmax_j?<=?x_j?<=?xmin_j????j?=?1...n
%????????????????z?>=?0???y_i?>=?0?????????i?=?1...m
%***?INPUT:
%
%???m????=?The?number?of?general?constraints.
%???n????=?The?number?of?variables?x_j.
%??iter??=?Current?iteration?number?(?=1?the?first?time?mmasub?is?called).
%??xval??=?Column?vector?with?the?current?values?of?the?variables?x_j.
%??xmin??=?Column?vector?with?the?lower?bounds?for?the?variables?x_j.
%??xmax??=?Column?vector?with?the?upper?bounds?for?the?variables?x_j.
%??xold1?=?xval?one?iteration?ago?(provided?that?iter>1).
%??xold2?=?xval?two?iterations?ago?(provided?that?iter>2).
%??f0val?=?The?value?of?the?objective?function?f_0?at?xval.
%??df0dx?=?Column?vector?with?the?derivatives?of?the?objective?function?f_0
%??????????with?respect?to?the?variables?x_j?calculated?at?xval.
%?df0dx2?=?Column?vector?with?the?non-mixed?second?derivatives?of?the
%??????????objective?function?f_0?with?respect?to?the?variables?x_j
%??????????calculated?at?xval.
%??fval??=?Column?vector?with?the?values?of?the?constraint?functions?f_i
%??????????calculated?at?xval.
%??dfdx??=?(m?x?n)-matrix?with?the?derivatives?of?the?constraint?functions
%??????????f_i?with?respect?to?the?variables?x_j?calculated?at?xval.
%??????????dfdx(ij)?=?the?derivative?of?f_i?with?respect?to?x_j.
%??dfdx2?=?(m?x?n)-matrix?with?the?non-mixed?second?derivatives?of?the
%??????????constraint?functions?f_i?with?respect?to?the?variables?x_j
%??????????calculated?at?xval.
%??????????dfdx2(ij)?=?the?second?derivative?of?f_i?with?respect?to?x_j.
%??low???=?Column?vector?with?the?lower?asymptotes?from?the?previous
%??????????iteration?(provided?that?iter>1).
%??upp???=?Column?vector?with?the?upper?asymptotes?from?the?previous
%??????????iteration?(provided?that?iter>1).
%??a0????=?The?constants?a_0?in?the?term?a_0*z.
%??a?????=?Column?vector?with?the?constants?a_i?in?the?terms?a_i*z.
%??c?????=?Column?vector?with?the?constants?c_i?in?the?terms?c_i*y_i.
%??d?????=?Column?vector?with?the?constants?d_i?in?the?terms?0.5*d_i*(y_i)^2.
%?????
%***?OUTPUT:
%
%??xmma??=?Column?vector?with?the?optimal?values?of?the?variables?x_j
%??????????in?the?current?MMA?subproblem.
%??ymma??=?Column?vector?with?the?optimal?values?of?the?variables?y_i
%??????????in?the?current?MMA?subproblem.
%??zmma??=?Scalar?with?the?optimal?value?of?the?variable?z
%???
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2019-07-17?02:21??MMA_test\
?????文件????????5646??2014-10-04?23:38??MMA_test\mmasub.m
?????文件????????5487??2014-10-04?23:38??MMA_test\subsolv.m
?????文件????????5685??2019-07-17?01:34??MMA_test\top.m
?????文件???????30179??2019-07-17?02:21??MMA_test\unti
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