B-M算法matlab程序,[转载]powell算法的matlab实现

%powell·求方程

f=10*(x1+x2-5)^4+(x1-x2+x3)^2

+(x2+x3)^6

的最优解

function MyPowell()

syms x1 x2 x3 a;

f=10*(x1+x2-5)^4+(x1-x2+x3)^2

+(x2+x3)^6;

error=10^(-3);

D=eye(3);

x0=[0 0 0]';

for k=1:1:10^6

MaxLength=0;x00=x0;m=0;

if k==1,s=D;end

for i=1:3

x=x0+a*s(:,i);

ff=subs(f,{x1,x2,x3},{x(1),x(2),x(3)});

t=Divide(ff,a);

%调用了进退法分割区间

aa=OneDemensionslSearch(ff,a,t);

%调用了0.618法进行一维搜索

xx=x0+aa*s(:,i);

fx0=subs(f,{x1,x2,x3},{x0(1),x0(2),x0(3)});

fxx=subs(f,{x1,x2,x3},{xx(1),xx(2),xx(3)});

length=fx0-fxx;

if length>MaxLength,MaxLength=length;m=m+1;end

x0=xx;

end

ss=x0-x00;

ReflectX=2*x0-x00;

f1=subs(f,{x1,x2,x3},{x00(1),x00(2),x00(3)});

f2=subs(f,{x1,x2,x3},{x0(1),x0(2),x0(3)});

f3=subs(f,{x1,x2,x3},{ReflectX(1),ReflectX(2),ReflectX(3)});

if f3

x=x0+a*ss;

ff=subs(f,{x1,x2,x3},{x(1),x(2),x(3)});

t=Divide(ff,a);

aa=OneDemensionslSearch(ff,a,t);

x0=x0+aa*ss;

for j=m:(3-1),s(:,j)=s(:,j+1);end

s(:,3)=ss;

else

if f2>f3,

x0=ReflectX;end

end

if norm(x00-x0)

k

x0

end

opx=x0;

val=subs(f,{x1,x2,x3},{opx(1),opx(2),opx(3)});

disp('最优点：');opx'

disp('最优化值：');val

disp('迭代次数：');k

附录：

0.618法

function output=OneDemensionslSearch(f,x,s,r)

if nargin<4,r=1e-6;end

a=s(1);b=s(2);

a1=a+0.382*(b-a);fa1=subs(f,{x},{a1});

a2=a+0.618*(b-a);fa2=subs(f,{x},{a2});

while abs((b-a)/b)>r

&&

abs((fa2-fa1)/fa2)>r

if fa1

b=a2;a2=a1;fa2=fa1;a1=a+0.382*(b-a);fa1=subs(f,{x},{a1});

else

a=a1;a1=a2;fa1=fa2;a2=a+0.618*(b-a);fa2=subs(f,{x},{a2});

end

end

op=(a+b)/2;

%fop=subs(f,{x},{op});

output=op;

进退法

%对任意一个一维函数函数进行区间分割，使其出现“高—低—高”的型式

function output=Divide(f,x,m,n)

if nargin<4,n=1e-6;end

if nargin<3,m=0;end

step=n;

t0=m;ft0=subs(f,{x},{t0});

t1=t0+step;ft1=subs(f,{x},{t1});

if ft0>=ft1

t2=t1+step;ft2=subs(f,{x},{t2});

while ft1>ft2

t0=t1;

%ft0=ft1;

t1=t2;ft1=ft2;

step=2*step;t2=t1+step;ft2=subs(f,{x},{t2});

end

else

step=-step;

t=t0;t0=t1;t1=t;ft=ft0;

%ft0=ft1;

ft1=ft;

t2=t1+step;ft2=subs(f,{x},{t2});

while ft1>ft2

t0=t1;

%ft0=ft1;

t1=t2;ft1=ft2;

step=2*step;t2=t1+step;ft2=subs(f,{x},{t2});

end

end

output=[t0,t2];