抛物线法寻找单峰区间最小值Matlab代码&Python代码

使用抛物线法来寻找单峰区间最小值，定义了一个匿名函数f，并对目标函数进行绘图，最后标记了找到的最小值。

Matlab代码

function min_x = parabolic_interpolation(f, x1, x2, x3, max_iterations, tolerance)
    for i = 1:max_iterations
        y1 = feval(f, x1);
        y2 = feval(f, x2);
        y3 = feval(f, x3);
        A = [x1^2, x1, 1; x2^2, x2, 1; x3^2, x3, 1];
        B = [y1; y2; y3];
        sol = A \ B;
        a = sol(1);
        b = sol(2);
        c = sol(3);
        x = (x1 + x2) / 2 - b / (2 * a);
        y = feval(f, x);
        if abs(x2 - x) < tolerance
            min_x = x;
            return;
        end
        if y < y2
            if x > x2
                x3 = x2;
                x2 = x;
            else
                x1 = x;
            end
        else
            x3 = x;
        end
    end
    min_x = x;
end

function min_x = find_minimum(f, a, b, max_iterations, tolerance)
    x1 = a;
    x3 = b;
    x2 = (a + b) / 2;
    min_x = parabolic_interpolation(f, x1, x2, x3, max_iterations, tolerance);
end

f = @(x) x^2 + 5 * sin(x);

a = -5;
b = 5;
x = linspace(a, b, 100);
y = f(x);

min_x = find_minimum(f, a, b, 100, 1e-6);
min_y = f(min_x);

plot(x, y, 'LineWidth', 2, 'DisplayName', 'Function');
hold on;
plot(min_x, min_y, 'ro', 'MarkerSize', 10, 'DisplayName', 'Minimum');
legend();
hold off;

Python代码

import numpy as np
import matplotlib.pyplot as plt

def parabolic_interpolation(f, x1, x2, x3, max_iterations, tolerance):
    for i in range(max_iterations):
        y1 = f(x1)
        y2 = f(x2)
        y3 = f(x3)
        A = np.array([[x1**2, x1, 1], [x2**2, x2, 1], [x3**2, x3, 1]])
        B = np.array([y1, y2, y3])
        a, b, c = np.linalg.solve(A, B)
        x = (x1 + x2) / 2 - b / (2 * a)
        y = f(x)
        if abs(x2 - x) < tolerance:
            return x
        if y < y2:
            if x > x2:
                x3 = x2
                x2 = x
            else:
                x1 = x
        else:
            x3 = x
    return x

def find_minimum(f, a, b, max_iterations, tolerance):
    x1 = a
    x3 = b
    x2 = (a + b) / 2
    return parabolic_interpolation(f, x1, x2, x3, max_iterations, tolerance)

def f(x):
    return x**2 + 5 * np.sin(x)

a = -5
b = 5
x = np.linspace(a, b, 100)
y = f(x)

min_x = find_minimum(f, a, b, 100, 1e-6)
min_y = f(min_x)

plt.plot(x, y, label="Function")
plt.plot(min_x, min_y, "ro", label="Minimum")
plt.legend()
plt.show()