算法适用问题
搜索给定单峰区间的极值问题,一般对凸优化问题比较适用。
python实现
# # ******************************** 无约束一维极值——二分法 ********************************
import pandas as pd
import numpy as np
from advance_retreat_method import advance_retreat_method
from scipy.misc import derivative
class Minimize_Dichotomy(object):
"""
func:为目标函数,必传参数
eps:迭代精度 默认1e-6
x0:初始区间。若不传这个参数,
则会调用进退法求取一个单峰区间。
from advance_retreat_method import advance_retreat_method
这个模块在本人博客优化版块的第一篇文章
"""
def __init__(self,**kargs):
self.func = kargs["func"]
if "x0" in kargs.keys():
self.x0 = np.array(kargs["x0"])
else:
self.x0 = np.array(advance_retreat_method(kargs["func"]).run())
if "eps" in kargs.keys():
self.eps = kargs["eps"]
else:
self.eps = 1e-6
def run(self):
x_mean = np.mean(self.x0)
y_mean = derivative(self.func,x_mean,dx = 1e-6)
if derivative(self.func,self.x0[0],dx = 1e-6)*y_mean < 0:
self.x0[1] = x_mean
else:
self.x0[0] = x_mean
if np.abs(self.x0[0]-self.x0[1]) < self.eps or y_mean == 0:
return ((x_mean,self.func((self.x0[0]+self.x0[1])/2)))
else:
return self.run()
if __name__ == "__main__":
result = Minimize_Dichotomy(func = lambda x:x**2+2*x-150).run()
print(result)
示例运行结果
by CyrusMay 2020 05 01
幸福不是多而是遗忘
能遗忘生命的烦恼忧伤
——五月天(Enrich your life)——