[数值算法]无约束优化之0.618法(黄金分割法)

这是迭代算法的小应用,相关的理论请参考相关书籍,我这里只给出关键的函数及主程序段,其余相关的细节就不再一一罗列了.

#include "Iterator.h"
#include "MyAssert.h"
#include "Ulti.h"
#include <stdlib.h>
#include <stdio.h>
void f0_618(Type a0,Type b0,Type e,Type (*arguF)(Type),FILE* outputFile)
{
 Type a,b;//the bordern value.
 Type lamda,miu;
 Type flamda,fmiu;
 int iteratorNum=0;
 
 assertF(b0>=a0,"in f0_618 b0<a0");
 assertF(arguF!=NULL,"in f0_618 arguF is NULL");
 assertF(outputFile!=NULL,"in f0_618 outputFile is NULL");
 
 a=a0;
 b=b0;
 lamda=a+(1-CFI0_618)*(b-a);
 miu=a+CFI0_618*(b-a);
 flamda=(*arguF)(lamda);
 fmiu=(*arguF)(miu);
 
 while((b-a)>e)
 {
  if(flamda>=fmiu)
  {
   a=lamda;
   b=b;
   lamda=miu;
   flamda=fmiu;
   miu=a+CFI0_618*(b-a);
   fmiu=(*arguF)(miu);
  }
  else
  {
   a=a;
   b=miu;
   miu=lamda;
   fmiu=flamda;
   lamda=a+(1-CFI0_618)*(b-a);
   flamda=(*arguF)(lamda);
  }
  iteratorNum++;
  fprintf(outputFile,"a:%-12f b:%-12f lamda:%-12f miu:%-12f flamda:%-12f fmiu:%-12f/r/n",a,b,lamda,miu,flamda,fmiu);
 }
 
 /*adjust for output*/
 if(b<a)swap(&a,&b);
 fprintf(outputFile,"total iterator time is:%d/r/n",iteratorNum);  
 fprintf(outputFile,"x is now between :[%f,%f]/r/n",a,b);
 fprintf(outputFile,"the best answer is about in:%f,its mapped f value is:%f/r/n",(a+b)/2,(*arguF)((a+b)/2));
}

/*Test Program*/

#include "MyAssert.h"
#include "FindRoot.h"
#include <time.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>

Type testF(Type argu);

char *inFileName="inputData.txt";
/*
 input data specification
 x1,x2 means the root is located about in [x1,x2]
*/

char *outFileName="outputData.txt";
#define DEBUG 0

void main(int argc,char* argv[])
{
 FILE *inputFile;/*input file*/
 FILE *outputFile;/*output file*/

 double startTime,endTime,tweenTime;/*time callopsed info*/
 float a,b;
 /*input file open*/
 if(argc>1)strcpy(inFileName,argv[1]);
 assertF((inputFile=fopen(inFileName,"rb"))!=NULL,"input file error");
 printf("input file open success/n");
 
 /*outpout file open*/
 if(argc>2)strcpy(outFileName,argv[2]);
 assertF((outputFile=fopen(outFileName,"wb"))!=NULL,"output file error");
 printf("output file open success/n");
 
 /*Read info data*/
 fscanf(inputFile,"%f,%f",&a,&b);
 printf("read in data info:%f,%f/n",a,b);
 
#if  DEBUG
 printf("/n*******start of test program******/n");
 printf("now is runnig,please wait.../n");
 startTime=(double)clock()/(double)CLOCKS_PER_SEC;
 /******************Core program code*************/
  f0_618(a,b,0.001,&testF,outputFile);
 /******************End of Core program**********/
 endTime=(double)clock()/(double)CLOCKS_PER_SEC;
 tweenTime=endTime-startTime;/*Get the time collapsed*/
 /*Time collapsed output*/
 printf("the collapsed time in this algorithm implement is:%f/n",tweenTime);
 fprintf(outputFile,"the collapsed time in this algorithm implement is:%f/r/n",tweenTime); 
 printf("/n*******end of test program******/n");
#endif

 printf("program end successfully,/n you have to preess any key to clean the buffer area to output,otherwise,you wiil not get the total answer./n");
 getchar();/*Screen Delay Control*/
 return;
}

Type testF(Type x)
{
 return x*x*x-5*x*x+16*x-80;
}

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