大连理工优化方法matlab,大连理工大学庞丽萍最优化方法matlab程序.doc

大连理工大学庞丽萍最优化方法matlab程序.doc

班级优化1班授课老师庞丽萍姓名学号第二章12(1)用修正单纯形法求解下列LP问题CLEARA121100123010215001M,NSIZEAB101520R1231C1231BS33NBS14A1A,3TA,BSA2INVTA1BINVTBAEYEM,A2BEYEMXBB\BCBCBSCNCNBSCON1MZEROS1WHILECONMM1TCB/BRCTAIFALLR0XBSXBXNBS0FXCBXBDISP 当前解是最优解，MINZ ,NUM2STRFXDISP 对应的最优解为,X DISPXBREAKENDRNBSRNBSKKFINDRNBSMINRNBSKKK1ANBSA,NBSYIKB\ANBS,KXBB\BYI0IFALLYIK0WABSXBI,1/YIKI,1LFINDWMINWRRMINLYRRKYIKRR,1ABSA,BSDANBS,KANBS,KABS,RRABS,RRDFBSRRBSRRNBSKNBSKFAAANBS,ABSEEEYEMEE,RRYIK/YRRKERRKEEERRKRR,RR1/YRRKBBERRK/BBINVBBCBC,BSXBERRKXBXBSXBXNBS0FXCBXBENDIFM1000DISP 此问题无有限最优解 BREAKENDEND结果当前解是最优解，MINZ15对应的最优解为,X2500025000250000第三章30题DFP算法求函数极小点的计算程序FUNCTIONX,VAL,KDFPFUN,GFUN,X0功能用DFP算法求解无约束问题MINFX输入X0是初始点,FUN,GFUN分别是目标函数及其梯度输出X,VAL分别是近似最优点和最优值,K是迭代次数MAXK1E5给出最大迭代次数RHO055SIGMA04EPSILON1E5K0NLENGTHX0HKINVF HESS ,X0HKEYENWHILEK0HKHKHKYKYK HK/YK HKYKSKSK /SK YKENDKK1X0XENDVALFFUN,X0习题26的程序调用方式及结果FUNCTIONYFUNXUNTITLEDSUMMARYOFTHISFUNCTIONGOESHEREDETAILEDEXPLANATIONGOESHEREYX1125X2X122ENDFUNCTIONYGFUNXUNTITLEDSUMMARYOFTHISFUNCTIONGOESHEREDETAILEDEXPLANATIONGOESHEREYDIFFY,X1DIFFY,X2ENDX020’X,VAL,KDFPFUN,GFUN,X0结果X100000100000VAL0K6习题27的程序调用方式及结果FUNCTIONYFUNXUNTITLEDSUMMARYOFTHISFUNCTIONGOESHEREDETAILEDEXPLANATIONGOESHEREYX12X(2)2EXPX12X22ENDFUNCTIONYGFUNXUNTITLEDSUMMARYOFTHISFUNCTIONGOESHEREDETAILEDEXPLANATIONGOESHEREYDIFFY,X1DIFFY,X2ENDX010’X,VAL,KDFPFUN,GFUN,X0结果X0419360VAL077291K536题编写HOOKEJEEVES方法求函数极小点的计算程序。CLEARSYMSX1DALPHAYIBXLOUY1KJE1E2ENFX4X12X2240X112X2136X148’ALPHA1D1YIBXLOU02Y1X1KJJ1E1E2EN100010001WHILEFYJDEJFXKIFD0A1A11K,B1B11K,ENDIFS0A2A21S,B2B21S,ENDWHILELPEYEN,NIFK0TMTRANSPOSEA1PPTMINVA1TMA1ENDGVFUNVALGF,VAR,X0GVTRANSPOSEGVDPGVIFD0IFK0XX0BCONTI0BREAKELSEWINVA1TMA1GVIFW0XX0BCONTI0BREAKELSEU,INDEXMINWSA1SIZEA1IFSA111K0ELSEKSA12A1A11INDEX1,A1INDEX1SA12,去掉A1对应的行ENDENDENDELSEBREAKENDENDY1X0LDTMPFFUNVALF,VAL,Y1BBB2A2X0DDA2DIFDD0TMPI,LMMINJTTMPF,0,01ELSELMINFFORI1LENGTHDDIFDDIEPSLUUA0618BAELSEBUULLA0382BAENDKK1TOLABSBAENDIFK100000DISP 找不到最小值 XNANMINFNANRETURNENDXAB/2MINFSUBSF,FINDSYMF,XATSHORTFUNCTIONMINX,MAXXMINJTF,X0,H0,EPSATLONGIFNARGIN3EPS10E6ENDX1X0K0HH0WHILE1X4X1HKK1F4SUBSF,FINDSYMF,X4F1SUBSF,FINDSYMF,X1IFF40LAMLAMUL1LMENDIFL0,MULAMLAMUENDIFM0,MULAMULAMENDSKALPHADK更新矩阵BKYKDLAXX1,MU,LAMDLAXX,MU,LAMIFSK’YK02SK’BKSKTHETA1ELSETHETA08SK’BKSK/SK’BKSKSK’YKENDZKTHETAYK1THETABKSKBKBKZKZK’/SK’ZKBKSKBKSK’/SK’BKSKXX1KK1ENDVALF1XPPHI1X,SIGMADDNORMDKL1精确价值函数FUNCTIONPPHI1X,SIGMAFF1XH,GCONSXGNMAXG,0L0LENGTHHM0LENGTHGIFL00,PF10/SIGMANORMGN,1ENDIFM00,PF10/SIGMANORMH,1ENDIFL00END价值函数的方向导数FUNCTIONDPDPHI1X,SIGMA,DDFDF1XH,GCONSXGNMAXG,0L0LENGTHHM0LENGTHGIFL00,DPDF’D10/SIGMANORMGN,1ENDIFM00,DPDF’D10/SIGMANORMH,1ENDIFL00END拉格朗日函数LX,MUFUNCTIONLLAX,MU,LAMFF1X调用目标函数文件H,GCONSX调用约束函数文件L0LEMGTHHM0LENGTHGIFL00,LFLAMGENDIFM00,LFMU’HENDIFL00END拉格朗日函数的梯度FUNCTIONDLDLAXX,MU,LAMDFDF1X调用目标函数梯度文件AE,AIDCONSX调用约束函数JACOBI矩阵文件M1,M2SIZEAIL1,L2SIZEAEIFL10,DLDFAI’LAMENDIFM10,DLDFAE’MUENDIFL10END首先编写四个M函数目标函数FXFUNCTIONFF1XF1MFX1X2X3X4X5目标函数FX的梯度FUNCTIONDFDF1XDF1MDFX2X3X4X5,X1X3X4X5,X1X2X4X5,X1X2X3X5,X1X2X3X4’约束