优化方法作业第二版.doc

优化方法上机大作业 院 系：化工与环境生命学部 姓 名：李翔宇 学号指导教师:肖现涛 第一题： 最速下降法 源程序如下： function x_star = ZSXJ(x0,eps) gk = grad(x0); res = norm(gk); k = 0; while res eps k=10000 dk = -gk; ak =1; f0 = fun(x0); f1 = fun(x0+ak*dk); slope = dot(gk,dk); while f1 f0 + 0.0001*ak*slope ak = ak/2; xk = x0 + ak*dk; f1 = fun(xk); end k = k+1; x0 = xk; gk = grad(xk); res = norm(gk); fprintf(--The %d-th iter, the residual is %f\n,k,res); end x_star = xk; end function f = fun(x) f = (1-x(1))^2 + 100*(x(2)-x(1)^2)^2; end function g = grad(x) g = zeros(2,1); g(1)=2*(x(1)-1)+400*x(1)*(x(1)^2-x(2)); g(2) = 200*(x(2)-x(1)^2); end 运行结果： x0=[0,0]; esp=1e-4; xk=ZSXJ(x0,eps) --The 1-th iter, the residual is 13.372079 --The 2-th iter, the residual is 12.079876 --The 3-th iter, the residual is 11.054105 …………………………………………… --The 9144-th iter, the residual is 0.000105 --The 9145-th iter, the residual is 0.000102 --The 9146-th iter, the residual is 0.000100 xk = 0.9999 0.9998 MATLAB截屏： 牛顿法 源程序如下： function x_star = NEWTON(x0,eps) gk = grad(x0); bk = [grad2(x0)]^(-1); res = norm(gk); k = 0; while res eps k=1000 dk=-bk*gk; xk=x0+dk; k = k+1; x0 = xk; gk = grad(xk); bk = [grad2(xk)]^(-1); res = norm(gk); fprintf(--The %d-th iter, the residual is %f\n,k,res); end x_star = xk; end function f = fun(x) f = (1-x(1))^2 + 100*(x(2)-x(1)^2)^2; end function g = grad2(x) g = zeros(2,2); g(1,1)=2+400*(3*x(1)^2-x(2)); g(1,2)=-400*x(1); g(2,1)=-400*x(1); g(2,2)=200; end function g = grad(x) g = zeros(2,1); g(1)=2*(x(1)-1)+400*x(1)*(x(1)^2-x(2)); g(2) = 200*(x(2)-x(1)^2); end 运行结果： x0=[0,0];eps=1e-4; xk=NEWTON(x0,eps) --The 1-th iter, the residual is 447.213595 --The 2-th iter, the residual is 0.000000 xk = 1.0000 1.0000 MATALB截屏; BFGS方法 源程序如下： function x_star = Bfgs(x0,eps) g0 = grad(x0); gk=g0; res = norm(gk); Hk=eye(2); k =