matlab编程大作业,大连理工优化方法大作业matlab编程.docx

大连理工优化方法大作业matlab编程.docx

FUNCTIONX,DK,KFJQXX,SFLAG0A0B0K0D1WHILEFLAG0P,QGETPQX,D,SIFP0XXDSFLAG1ENDKK1IFP0ENDENDIFNORMGX00,0,0,0X,VAL,KFRCG FUN , GFUN ,X0X4000030000100000VAL80000K21或者FUNCTIONX,F,KSECONDXK0DKDFUNXG0GFUNXSG0XXDKSG1GFUNXWHILENORMG1002IFK3K0G0GFUNXSG0XXDKSG1GFUNXELSEIFK0FLAG1ENDIFP0GGFUNXWHILENORMG0001SGDKDFUNX,SXXDKSKK1GGFUNXFFUNXENDFUNCTIONFFUNXFX12X22EXPX12X22FUNCTIONGFGFUNXGF12X1EXPX12X22,4X22X2X12X22FUNCTIONJ_1,J_2CONX,D,SJ_1FUNXFUNXDS01DGFUNXS J_2GFUNXDSS 05GFUNXS FUNCTIONDKDFUNX,S获取步长FLAG0A0D1WHILEFLAG0P,QCONX,D,SIFP0FLAG1ENDIFP0DKDFUNX,SXXDKSKK1GGFUNXFFUNXENDFUNCTIONFFUNXFX12X22EXPX12X22FUNCTIONGFGFUNXGF12X1EXPX12X22,4X22X2X12X22FUNCTIONGGFGGFUNXGGF4X122EXPX12X22,4X1X2EXPX12X224X1X2EXPX12X22,44X222EXPX12X22FUNCTIONJ_1,J_2CONX,D,SJ_1FUNXFUNXDS01DGFUNXS J_2GFUNXDSS 05GFUNXS FUNCTIONDKDFUNX,S步长获取FLAG0A0D1B10000WHILEFLAG0P,QCONX,D,SIFP0FLAG1ENDIFP0ELSED2DENDENDEND结果X0,1F,X,KTHIRD_2XF07729X0419300001K8(2)程序FUNCTIONF,X,KTHIRD_3XK0XCELL2GCELL2X{1}XHEYE2G{1}GFUNX{1}SHG{1} DKDFUNX{1},SX{2}X{1}DKSG{2}GFUNX{2}WHILENORMG{2}0001DXX{2}X{1}DGG{2}G{1}VDX/DXDG HDG /DGHDG H1HDG DGH/DGHDG H2DX DX/DXDX H3DGHDG V VHHH1H2H3KK1X{1}X{2}G{1}GFUNX{1}SHG{1} DKDFUNX{1},SX{2}X{1}DKSG{2}GFUNX{2}NORMG{2}FFUNXXX{2}ENDFUNCTIONFFUNXFX12X22EXPX12X22FUNCTIONGFGFUNXGF12X1EXPX12X22,4X22X2X12X22FUNCTIONGGFGGFUNXGGF4X122EXPX12X22,4X1X2EXPX12X224X1X2EXPX12X22,44X222EXPX12X22FUNCTIONP,QCONX,D,SPFUNXFUNXDS01DGFUNXS QGFUNXDSS 05GFUNXS FUNCTIONDKDFUNX,SFLAG0A0D1B10000WHILEFLAG0P,QCONX,D,SIFP0FLAG1ENDIFP0ELSED2DENDENDEND结果X0,1F,X,KTHIRD_3XF07729X0419500000K6FUNCTIONCALLQPACTH2002C25 AEBEAI1212121001BI26200 X000 X,LAMBDA,EXITFLAG,OUTPUTQPACTH,C,AE,BE,AI,BI,X0FUNCTIONX,LAMK,EXITFLAG,OUTPUTQPACTH,C,AE,BE,AI,BI,X0EPSILON10E9ERR10E6K0XX0NLENGTHXKMAX10E3NELENGTHBENILENGTHBILAMKZEROSNENI,1INDEXONESNI,1FORI1NIIFAII,XBIIEPSILON,INDEXI0ENDENDWHILEK0,AEEAEENDFORJ1NIIFINDEXJ0,AEEAEEAIJ,ENDENDGKHXCM1,N1SIZEAEEDK,LAMKQSUBPH,GK,AEE,ZEROSM1,1IFNORMDKNEY,JKMINLAMKNE1LENGTHLAMKENDIFY0EXITFLAG0ELSEEXITFLAG1FORI1NIIFINDEXIBREAKENDENDENDKK1ELSEEXITFLAG1ALPHA10TM10FORI1NIIFINDEXI0LAMBDAPINVAEGINVHAE RBXGINVHAE LAMBDACELSEXGINVHCLAMBDA0END结果CALLQPACTX1400017000LAMBDA08000EXITFLAG0OUTPUTFVAL64500ITER7FUNCTIONX,MU,LAMBDA,OUTPUTMULTPHRFUN,HF,GF,DFUN,DHF,DGF,X0功能用乘子法解一般约束问题MINFX,STHX0,GX0输入X0是初始点,FUN,DFUN分别是目标函数及其梯度；HF,DHF分别是等式约束(向量)函数及其JACOBI矩阵的转置；GF,DGF分别是不等式约束(向量)函数及其JACOBI矩阵的转置；输出X是近似最优点，MU,LAMBDA分别是相应于等式约束和不等式约束的乘子向量OUTPUT是结构变量,输出近似极小值F,迭代次数,内迭代次数等MAXK500C20ETA20THETA08K0INK0EPSILON000001XX0HEFHF,XGIFGF,XNLENGTHXLLENGTHHEMLENGTHGIMUZEROSL,1LAMBDAZEROSM,1BTAK10BTAOLD10WHILEBTAKEPSILONENDFORI1LMUIMUICHEIENDFORI1MLAMBDAIMAX0,LAMBDAICGIIENDKK1BTAOLDBTAKX0XENDENDFFFUN,XOUTPUTFVALFOUTPUTITERK增广拉格朗日函数FUNCTIONPSIMPSIX,FUN,HF,GF,DFUN,DHF,DGF,MU,LAMBDA,CFFFUN,XHEFHF,XGIFGF,XLLENGTHHEMLENGTHGIPSIFS10FORI1LPSIPSIHEIMUIS1S1HEI2ENDPSIPSI05CS1S20FORI1MS3MAX0,LAMBDAICGIIS2S2S32LAMBDAI2ENDPSIPSIS2/2C不等式约束函数文件G1MFUNCTIONGIG1XGI10X1X1210X2X2234目标函数的梯度文件DF1MFUNCTIONGDF1XG4,2X2 等式约束(向量)函数的JACOBI矩阵(转置)文件DH1MFUNC