最优化作业第六章——共轭梯度法和鲍尔法

共轭梯度法：

代码：

#导入模块
from sympy import *
import sympy as sp  #将导入的模块重新定义一个名字以便后续的程序进行使用
from numpy import *
import numpy as np

def main():
    #本例是利用共轭梯度法进行最优化
    x1,x2,alpha = symbols("x1,x2,alpha",real = True)
    f_fun = x1**2 + 25*x2**2
    x = np.mat(np.array([[2],[2]]))
    x0 = np.mat(np.array([[2],[2]]))
    f_diff_x01 = sp.diff(f_fun,x1).subs({x1:x0[0,0],x2:x0[1,0]})
    f_diff_x02 = sp.diff(f_fun,x2).subs({x1:x0[0,0],x2:x0[1,0]})
    f_diff_array = np.array([[f_diff_x01],[f_diff_x02]])
    f_diff_mat= np.mat(f_diff_array)
    d = -f_diff_mat
    x_fun = x + alpha*d
    f = (x_fun[0,0])**2 + 25*(x_fun[1,0])**2
    f_diff_alpha = sp.diff(f,alpha)
    alpha_solver = (solve([f_diff_alpha],[alpha]))[alpha]
    x_solver = x + alpha_solver*d
    f_diff_x11 = float(sp.diff(f_fun,x1).subs({x1:x_solver[0,0],x2:x_solver[1,0]}))
    f_diff_x12 = float(sp.diff(f_fun,x2).subs({x1:x_solver[0,0],x2:x_solver[1,0]}))
    f_diff_array = np.array([[f_diff_x11],[f_diff_x12]])
    f_diff_mat= np.mat(f_diff_array)
    print("-------------------第一次--------------------")
    print("alpha:\n%s,\nx(1):\n%s,\nf_diff_1:\n%s\n"%(alpha_solver ,x_solver,f_diff_mat))

    beta = float(((f_diff_x11)**2 + (f_diff_x12)**2)/((f_diff_x01)**2 + (f_diff_x02)**2))
    d = (-f_diff_mat+beta*d)
    print(beta,d)
    x_fun = x_solver + alpha*d

    f = (x_fun[0, 0]) ** 2 + 25 * (x_fun[1, 0]) ** 2

    f_diff_alpha = sp.diff(f,alpha)

    alpha_solver = (solve([f_diff_alpha],[alpha]))[alpha]
    x_solver = x + alpha_solver*d
    f_diff_x11 = float(sp.diff(f_fun,x1).subs({x1:x_solver[0,0],x2:x_solver[1,0]}))
    f_diff_x12 = float(sp.diff(f_fun,x2).subs({x1:x_solver[0,0],x2:x_solver[1,0]}))
    f_diff_array = np.array([[f_diff_x11],[f_diff_x12]])
    f_diff_mat= np.mat(f_diff_array)
    print("-------------------第二次--------------------")
    print("alpha:\n%s,\nx(1):\n%s,\nf_diff_1:\n%s\n"%(alpha_solver ,x_solver,f_diff_mat))


if __name__ == '__main__':
    main()

运行结果：

------------------------第1次迭代---------------------
alpha:
0.02003071803404582

x:
[[1.91987712786382]
 [-0.00307180340458224]]

负梯度：
[[3.83975425572763]
 [-0.153590170229112]]

beta:
0.0014743712744378474

d:
[[-3.84565174082538]
 [0.00615304278532730]]

判断条件：
14.76730268476948


------------------------第2次迭代---------------------
alpha:
0.4992332268370619

x:
[[-4.66293670342566e-15]
 [3.21053947316408e-15]]

负梯度：
[[-9.32587340685131e-15]
 [1.60526973658204e-13]]

beta:
0.0014743712744378474

d:
[[ 9.32587341e-15]
 [-1.60526974e-13]]

判断条件：
2.585588118666227e-26



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