基本思想
抛物线法也叫二次插值法,其基本思想是:在搜索区间中不断地使用二次多项式去近似目标函数,并逐步用插值多项式的极小点去逼近线搜索问题
m i n φ ( α ) = f ( x k + α d k ) min\,\,\,\varphi \left( \alpha \right) =f\left( x_k+\alpha d_k \right) minφ(α)=f(xk+αdk)
方法原理及推导
设函数在单谷区间 x 1 < x 2 < x 3 x_{1}<x_{2}<x_{3} x1<x2<x3的函数值 f ( x 1 ) > f ( x 2 ) < f ( x 3 ) f(x_{1})>f(x_{2})<f(x_{3}) f(x1)>f(x2)<f(x3)做出如下的二次插值多项式:
P ( x ) = a 0 + a 1 x + a 2 x 2 P\left( x \right) =a_0+a_1x+a_2x^2 P(x)=a0+a1x+a2x2
它应满足条件:
{ P ( x 1 ) = a 0 + a 1 x 1 + a 2 x 1 2 = f 1 = f ( x 1 ) P ( x 2 ) = a 0 + a 1 x 2 + a 2 x 2 2 = f 2 = f ( x 2 ) P ( x 3 ) = a 0 + a 1 x 3 + a 2 x 3 2 = f 3 = f ( x 3 ) \begin{cases} P\left( x_1 \right) =a_0+a_1x_1+a_2x_{1}^{2}=f_1=f\left( x_1 \right)\\ P\left( x_2 \right) =a_0+a_1x_2+a_2x_{2}^{2}=f_2=f\left( x_2 \right)\\ P\left( x_3 \right) =a_0+a_1x_3+a_2x_{3}^{2}=f_3=f\left( x_3 \right)\\ \end{cases} ⎩⎪⎨⎪⎧P(x1)=a0+a1x1+a2x12=f1=f(x1)P(x2)=a0+a1x2+a