matlab编程（matlab编程）.docVIP

matlab编程（matlab编程） 用大m法求解 my w = 2x1 + x2 - x3 and x4 s.t x1 - x2 + x4 = 2 are being built. - 3x3 2x1 + x2 + x4 = 6 x1 + x2 + x3 + x4 = 7 xi≥0, i = 1, 2, 3, 4 用matlab求解如下: f = [2.1, - 1, - 1200200200]; a = [1 1 2 1 1 0 0; 2 1 3 1 0 1 0, 1 1 1 1 0 0 1]; b = [2 6 7]; lb = zeroes (7.1); [x, fval, exitflag, output, lambda] = linprog (f, [], [], a, b, lb) optimization terminated. 运行结果如下: x = 3.0000 0.0000 1.0000 3.0000 0.0000 0.0000 0.0000 fval = 2.0000 exitflag = 1 output = iterations: 7 algorithm: large - scale: interior point. cgiterations: 0 message: optimization terminated. lambda = ineqlin: [0x1 double] eqlin: [3x1 double] upper: [7x1 double] lower: [7x1 double] 从上述运行结果可以得出: 最优解为x =, 最小值约为f * = 2. 用共轭梯度算法求f (x) = (x1 - 1) ^ 2 + 5 * (x2 - x1 ^ 2) ^ 2的极小点, 取初始点x0 =. 用matlab求解如下: function mg = mg () % % 共轭梯度法求解习题三第26题 % clc; clear; n = 2; x = 0 [2]; max _ k = 100; count _ k = 1; trace (1,1) = x (1); trace (2,1) = x (2); trace (3,1) = f _ fun (x); k = 0; g1 = f _ dfun (x); s = - g1; while count _ k = max _ k if (k = = n g0 = f _ dfun (x); s = - g0; k = 0; else r _ my = fminbnd (@ (t) f _ fun (x + t * s), 100100); x = x + r _ my * s; g0 = g1; g1 = f _ dfun (x); if standard (g1) 10 ^ (- 6) break; than m = (norm (g1) ^ 2) / (norm (g0) ^ 2); s = - g1 + m * s; count _ k = count _ k + 1; trace (1 count _ k) = x (1); trace (2 count _ k) = x (2); trace (3 count _ k) = f _ fun (x); k = k + 1; than than count _ k x f = f (x) _ fun function g = f (x) _ dfun g (1,1) = 20 * x (1) ^ 3 - 20 * x (1) * x (2) + 2 * x (1) - 2; g (2,1) = 10 * x (2) - 10 * x (1) ^ 2; function f = f (x) _ fun f = 5 * x (1) ^ 4 - 10 * x (1) ^ 2 * x (2) + x (1) ^ 2 - 2 * x (1) + 1 + 5 * x (2) ^ 2; 运行结果如下: k = 59 x0 = 1.0000 1.0000 f0 = 0 从上述运行结果可以得出: 最优解为x 最小值约为f =, * = 0. 用bfgs算法求f (x) = (x1 - 1) ^ 2 + 5 * (x2 - x1 ^ 2) ^ 2的极小点, 取初始点x0 =. 用matlab求解如下: syms x1 x2; f = (x1 - 1) ^ 2 + 5 * (x2 - x1 ^ 2) ^ 2; v = [x1, x2]; df = jacobian (f, v); df = df. ; x0 = [2.0]; g1 = subs (df {x1, x2}, {x0 (1,1), x0 (2,1)}