MATLAB用梯度法求解目标函数,我想用matlab梯度法求解目标函数

满意答案

beqgs

2014.03.02

采纳率：51%    等级：7

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(i)编写M文件detaf.m如下

function [f,df]=detaf(x);

f=x(1)^2+x(2)^2-x(1)*x(2)-10*x(1)-4*x(2)+60;

df(1)=2*x(1)-x(2)-10;

df(2)=2*x(2)-x(1)-4;

(ii)编写M文件tidu.m

clc

x=[2;2];

[f0,g]=detaf(x);

while norm(g)>0.001

p=-g'/norm(g);

t=1.0;f=detaf(x+t*p);

while f>f0

t=t/2;f=detaf(x+t*p);

end

x=x+t*p

[f0,g]=detaf(x)

end

在命令窗口运行tidu，回车

x =

0.9285

0.3714

f0 =

49.8848

g =

-8.5144 -4.1857

x =

1.8259

0.8126

f0 =

41.0013

g =

-7.1608 -4.2008

x =

2.6884

1.3186

f0 =

33.2628

g =

-5.9417 -4.0513

x =

3.5147

1.8819

f0 =

26.6059

g =

-4.8526 -3.7508

x =

4.3059

2.4935

f0 =

20.9888

g =

-3.8818 -3.3189

x =

5.0659

3.1433

f0 =

16.3877

g =

-3.0115 -2.7793

x =

5.8008

3.8215

f0 =

12.7914

g =

-2.2200 -2.1577

x =

6.5179

4.5185

f0 =

10.1958

g =

-1.4828 -1.4808

x =

7.2254

5.2252

f0 =

8.6002

g =

-0.7743 -0.7751

x =

7.9322

5.9326

f0 =

8.0046

g =

-0.0683 -0.0669

x =

8.0215

6.0201

f0 =

8.0004

g =

0.0229 0.0187

x =

7.9973

6.0003

f0 =

8.0000

g =

-0.0058 0.0034

x =

8.0006

5.9984

f0 =

8.0000

g =

0.0029 -0.0039

x =

7.9995

5.9999

f0 =

8.0000

g =

1.0e-003 *

-0.9686 0.3678

x =

7.9999

5.9997

f0 =

8.0000

g =

1.0e-003 *

0.1177 -0.4353

最优结果为：

x =

7.9999

5.9997

f0 =

8.0000

g =

1.0e-003 *

0.1177 -0.4353

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