动摇白拟牛顿法(变尺度法)DFP算法的cc++源码.docVIP

金华市金兰水库除险加固工程监理实施细则 PAGE PAGE 1 浙江省水利水电建筑监理公司金华市金兰水库除险加固工程监理部 拟牛顿法（变尺度法）DFP算法的c/c++源码 #include iostream.h#include math.hvoid comput_grad(double (*pf)(double *x), int n, double *point, double *grad);double line_search1(double (*pf)(double *x),int n,double *start,double *direction);double line_search(double (*pf)(double *x),int n,double *start,double *direction);double DFP(double (*pf)(double *x),int n,double *min_point); #include iostream.h#include math.hvoid comput_grad(double (*pf)(double *x),??int n,??double *point,??double *grad);double line_search1(double (*pf)(double *x),??int n,??double *start,??double *direction); double line_search(double (*pf)(double *x),? ?int n,??double *start,??double *direction);double DFP(double (*pf)(double *x),? ?int n,? ?double *min_point); void comput_grad(double (*pf)(double *x), int n,double *point,double *grad){ double h=1E-3; int i; double *temp; temp = new double[n]; for(i=1;i=n;i++) { temp[i-1]=point[i-1]; } for(i=1;i=n;i++) { temp[i-1]+=0.5*h; grad[i-1]=4*pf(temp)/(3*h); temp[i-1]-=h; grad[i-1]-=4*pf(temp)/(3*h); temp[i-1]+=(3*h/2); grad[i-1]-=(pf(temp)/(6*h)); temp[i-1]-=(2*h); grad[i-1]+=(pf(temp)/(6*h)); temp[i-1]=point[i-1]; } delete[] temp;}//一维搜索模块//参数：指向目标函数的指针，变量个数，出发点，搜索方向//返回：最优步长double line_search(double (*pf)(double *x),int n,double *start,double *direction){ int i; double step=0.001; double a=0,value_a,diver_a; double b,value_b,diver_b; double t,value_t,diver_t; double s,z,w; double *grad,*temp_point; grad=new double[n]; temp_point=new double[n]; comput_grad(pf,n,start,grad); diver_a=0; for(i=1;i=n;i++) diver_a=diver_a+grad[i-1]*direction[i-1]; do { b=a+step; for(i=1;i=n;i++) temp_point[i-1]=start[i-1]+b*direction[i-1];