线性规划 无约束优化 矩阵与数值分析.docxVIP

第二章 线性规划11．（2）单纯形 c=[2 1 -1 -1];Aeq=[1 -1 2 -1;2 1 -3 1;1 1 1 1];beq=[2 6 7];A=[];b=[];vlb=[0 0 0 0];vub=[];[x,fval]=linprog(c,A,b,Aeq,beq,vlb,vub)Optimization terminated.x = 3.0000 0.0000 1.0000 3.0000fval =2.0000第三章 无约束优化26.共轭梯度法源程序如下：#include iostream.h#include math.h#include stdio.h//the functions which used in mainfloat funmodel(float x[]);void fungrads(float x[],float y[]);void fungetNext(float x[],float y[],float t);void funS(float y[],float t,float x[]);float fun1(float x[]);float funmiu(float x,float y);float funstep(float x[],float y[]);void main(){ float x[3]; cin x[0] x[1] x[2]; float grades[3]; double e=0.00001; float s[3]; float model=0; float Lastmodel; float lamda; float miu; int n=3; int k; int m=0; do { m++; k=0; fungrads(x,grades); s[0]=-grades[0]; s[1]=-grades[1]; s[2]=-grades[2]; model=funmodel(grades); while(modele kn-1) { lamda=funstep(x,s); fungetNext(x,s,lamda); fungrads(x,grades); Lastmodel=model; model=funmodel(grades); miu=funmiu(Lastmodel,model); funS(grades,miu,s); k++; } } while (modele k==n-1 m100); if (model=e) { printf(the answer is %f ,%f ,%f\n,x[0],x[1],x[2]); printf (the answer is %f,fun1(x)); } else { printf (there is no answer); } }//calculate the gradesvoid fungrads(float x[],float y[]){ y[0]=2*x[0]-2*x[1]+1; y[1]=-2*x[0]+4*x[1]-x[2]+3; y[2]=2*x[2]-x[1]-1;}float funmodel(float x[]){ float m_return; m_return=sqrt(x[0]*x[0]+x[1]*x[1]+x[2]*x[2]); return m_return;}//calculate the next xvoid fungetNext(float x[],float y[],float t){ int n=3; int i; for (i=0;in;i++) { x[i]=x[i]+t*y[i]; }}//calculate lamdafloat funstep(float x[],float y[]){ float m_return; float m1=0; float m2=0; m1=2*y[0]*x[0]-2*y[0]*x[1]-2*y[1]*x[0]+4*y[1]*x[1]+2*x[2]*y[2]-y[1]*x[2]-y[2]*x[1]+y[0]+3*y[1]-y[2]; //m1=2*y[0]*x[0]-2*y[0]*x[1]-2*y[1]*x[0]+4*y[1]*x[1]+2*x[2]*y[2]-y[1]*x[2]-y[2]*x[1]+y[0]+3*y[1]-y[2]; //m1=y[0]+3*y[1]-y[2]-y[1]*x[2]-y[2]*x[1]+4*y[1]*x[1]-2*y[0]*x[1]-4*y[1]*x[0]+2*y[0]*x[0]+2*y[2]*x[2]; m