研究生《最优化方法》课程实验-最优化编程作业答案-东北大学.docVIP

研究生《最优化方法》课程实验（第一部分） a=li_H(x1,x2,f1,f2) t1=0.00001;t2=0.00001;t3=0.0001; a=0; if norm(grad(x2))=t3 a=1; end if (norm(x2-x1))/(norm(x1)+1)=t1 a=1; end if (abs(f2-f1))/(abs(f1)+1)=t2 a=1; end end ---------------------------------------------------------------------------------------------------------------------- function t= line(f,a,b,e) B=0.618; t2=a+B *(b-a); hanshu2=subs(f,t2); t1=a+b-t2; f1=subs(f,t1); while abs(t1-t2)=e if f1=f2 b=t2; t2=t1; f2=f1; t1=a+b-t2; f1=subs(f,t1); else a=t1; t1=t2; f1=f2; t2=a+B *(b-a); f2=subs(f,t2); end end tb=0.5*(t1+t2); fb=subs(f,tb); f2=tb; ---------------------------------------------------------------------------------------------------------------------- function y=qujian(x,p) t0=0.000001;h=0.5; y0=fv(x+t0*p);t2=t0+h;y2=fv(x+t2*p); if y2=y0 t1=t2;y1=y2;h=-h; t2=t0+h;y2=fv(x+t2*p); while(y2=y0) t1=t0;y1=y0;t0=t2;y0=y2;h=2*h; t2=t0+h;y2=fv(x+t2*p); end a=min(t1,t2);b=max(t1,t2); else t1=t0;y1=y0;t0=t2;y0=y2;h=2*h;t2=t0+h;y2=fv(x+t2*p); while(y2=y0) t1=t0;y1=y0;t0=t2;y0=y2;h=2*h; t2=t0+h;y2=fv(x+t2*p); end a=min(t1,t2);b=max(t1,t2); end sq=[a,b]; end ---------------------------------------------------------------------------------------------------------------------- syms t q=1; f=input( 请输入目标函数: ,s); M=sym(input( 请输入目标函数的变量 : ,s)); x0=input( 请输入计算的初值 : ); f0=subs(f,M,x0); g=jacobian(f,M); g0=subs(g,M,x0); p0=-g0; H0=eye(length(M)); x1=x0-t*p0; yt=subs(f,M,x1); v=qujian (yt,0.001,0); t0=line(yt,v(1),v(3),0.001); x1=x0-t0*p0; f1=subs(f,M,x1); g1=subs(g,M,x1); xk=x0; xk1=x1; Hk=H0; gk=g0; gk1=g1; disp(中间运行结果) disp(n=1) disp(x=) fprintf(1,%7.5f\n,xk) fprintf(1,f(x)=%7.5f\n,f1