梯度下降法求解极值问题

昆kunkun

于 2022-10-28 14:05:19 发布

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文章标签： python 算法开发语言

本文链接：https://blog.csdn.net/m0_56847382/article/details/127570459

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本题测试函数为：

f = x1 ** 4 + x2 ** 2 - 2 * x1 - 4 * x1 * x2

import sympy as sy


def cal_dffi(f, a, b):
    
    x1 = sy.symbols("x1")
    x2 = sy.symbols("x2")
    
    f1 = sy.diff(f, x1)
    y1 = f1.evalf(subs={x1: a, x2: b})
    f2 = sy.diff(f, x2)
    y2 = f2.evalf(subs={x1: a, x2: b})

    return y1, y2


def gd(a, b, f, alpha, detal):
    x1 = sy.symbols("x1")  
    x2 = sy.symbols("x2")
    y0 = f.evalf(subs={x1: a, x2: b})  

    while True:

        detalx, detaly = cal_dffi(f, a, b)
        a = a - alpha * detalx
        b = b - alpha * detaly
        y1 = f.evalf(subs={x1: a, x2: b})  
        if abs(y1 - y0) < detal: 
            break
        else:
            y0 = y1
            print('x1:', a, 'x2:', b, '极小值：', y1)
    return a, b, y1



if __name__ == '__main__':
    
    x1 = sy.symbols("x1")  
    x2 = sy.symbols("x2")
    f = x1 ** 4 + x2 ** 2 - 2 * x1 - 4 * x1 * x2  

    a = 1  
    b = 1
    alpha = 0.1
    detal = 0.4  #

    a, b, y = gd(a, b, f, alpha, detal)
    print("x1,x2,f极小值分别为", a, b, y)

结果为：

x1: 1.20000000000000 x2: 1.20000000000000 极小值： -4.64640000000000
x1: 1.18880000000000 x2: 1.44000000000000 极小值： -5.15422532631921
x1: 1.29277352837120 x2: 1.62752000000000 极小值： -5.55966346025714
x1,x2,f极小值分别为 1.27955549763458 1.81912541134848 -5.87995367120089