线搜索技术相关实验及其代码

最新推荐文章于 2024-10-01 23:05:47 发布

q_1703

最新推荐文章于 2024-10-01 23:05:47 发布

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文章标签：算法 matlab

本文链接：https://blog.csdn.net/q_1703/article/details/140725915

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1)用0.618法求解min f(x) = $x^2 - x - 1$ ,初始区间为[-1,1],区间精度为δ = 0.05.

function [ s,phis,k,G,E] = golds( phi,a,b,delta,epsilon )
t = (sqrt(5)-1)/2; h = b-a;
phia = feval(phi,a);phib = feval(phi,b);
p = a + (1-t)*h;q = a+t*h;
phip =feval(phi,p);phiq =feval(phi,q);
k = 1;G(k,:) = [a,p,q,b];
phi_values(k,:) = [phia, phib]; 
while(abs(phib-phia)>epsilon) |(h>delta)
    if(phip<phiq)
        b=q; phib = phiq; q=p;phiq = phip;
        h=b-a;p=a +(1-t)*h;phip = feval(phi,p);
    else
        a=p; phia = phip; p=q;phip = phiq;
        h=b-a;q=a +t*h;phiq = feval(phi,q);
    end
    k = k+1;G(k,:) = [a,p,q,b];
end
ds = abs(b-a);dphi = abs(phib -phia);
if(phip<=phiq)
    s = p;phis = phip;
else
    s = q;phis = phiq;
end
E = [ds,dphi];

2)用抛物线法求min f(x) = $x^3 - 2x + 1(x\geq 0)$ 的近似最优解，初始搜索区间为[0,3],初始插值点 $x_{0}$ =1，终止条件为| $x_{k+1} - x_{k}$ |<δ = 0.01.

function [ a,phis,ds,dphi,S ] = qmin( phi,a,b,delta,epsilon )
s0 = 1; maxj = 20;maxk = 30;big = 1e6;err = 1; k =1;
S(k) = s0;cond = 0;h = 1; ds = 0.00001;
if(abs(s0)>1e4),h = abs(s0)*(1e-4);end
%cond~=5?不等于的意思
while(k<maxk&err>epsilon&cond~=5)
    %确定单峰区间
    f1 = (feval(phi,s0+ds)-feval(phi,s0-ds))/(2*ds);
    if(f1>0),h = -abs(h);end
    s1 = s0+h ; s2 = s0+2*h; bars = s0;
    phi0 =feval(phi,s0);phi1 =feval(phi,s1);
    phi2 =feval(phi,s2); barphi = phi0; cond = 0;
    j = 0;
    while(j<maxj&abs(h)>delta&cond==0)
        if(phi0<=phi1),
            s2 = s1;phi2 = phi1;h = 0.5*h;
            s1 = s0+h;phi1 = feval(phi,s1);
        else if(phi2<phi1),
             s1 = s2;phi1 = phi2;h = 2*h;
            s2 = s0+h*2;phi2 = feval(phi,s2);
            else
                cond =- 1;
            end
        end
        j = j+1;
        if(abs(h)>big | abs(s0)>big),cond =5;end
    end
    if(cond==5)
        bars =s1;barphi = feval(phi,s1);
    else
        d = 2*(2*phi1-phi0-phi2);
        if(d<0),
            barh = h*(4*phi1-3*phi0-phi2)/d;
        else
            barh = h/3;cond = 4;
        end
        bars = s0+barh; barphi = feval(phi,bars);
        h= abs(h);h0 = abs(barh);
        h1 = abs(barh - h);h2 = abs(barh - 2*h);
        if(h0<h),h =h0;end
        if(h1<h),h =h1;end
        if(h2<h),h =h2;end
        if(h==0),h = barh;end
        if(h<delta),cond = 1;end
        if(abs(h)>big |abs(bars)>big),cond = 5;end
        err = abs(phi1-barphi);
        s0 = bars;k=k+1;S(k) = s0;
    end
    if(cond == 2&h<delta),cond=3;end
end
s =s0;phis = feval(phi,s);
ds = h;dphi = err;
end

3)利用书中所给的Armijo搜索Matlab程序计算下面的问题：min φ(x) = f( $x_{k} + \alpha d_{k}$ ),其中f(x) = $100(x_{2}-x_{1}^2)^2+(1-x_{1})^2,x_{k} = (-1,1)^T,d_{k} = (1,1)^T$ .

function f = fun(x)
f = 100*(x(2)-x(1)^2)^2 + (1-x(1))^2;
end

function gf = gfun(x)
gf  = [-400*x(1)*(x(2)-x(1)^2)-2*(1-x(1)),200*(x(2)-x(1)^2)]';
end

function mk = armijo(xk,dk)
beta = 0.5;sigma = 0.2;
m = 0;mmax = 20;
while(m <= mmax)
    if(fun(xk+beta^m*dk)<=fun(xk)+sigma*beta^m*gfun(xk)'*dk)
        mk = m;break;
    end
    m = m + 1;
end
alpha = beta^mk
newxk = xk +alpha*dk
fk = fun(xk)
newfk = fun(newxk)
end