最优化方法----powell共轭梯度算法

Fletcher_Reeves共轭梯度算法要先计算梯度，然后对梯度进行修正得到一组共轭梯度。而计算梯度和计算函数值一样耗时。powell算法使用一维搜索技术寻找一组共轭梯度，从而不需要计算梯度。

#include<iostream>
#include<vector>
using namespace std;

vector<vector<double>> V={{1,-1},{1,1}};
vector<vector<double>> A={{4.0,2.0},{2.0,10.0}};
vector<double> B={0,0};
double C=0;

vector<double> mat_vect(const vector<double>& v){
    vector<double> ans;
    int m=A.size(),n = A[0].size();
    for(int i=0;i<m;++i){
        for(int j=0;j<1;++j){
            double tmp = 0.0;
            for(int p=0;p<n;++p) tmp+=A[i][p]*v[p];
            ans.push_back(tmp);
        }
    }
    return ans;
}

double get_alpha(const vector<double>& v,const vector<double>& x){
    auto tmp1 = mat_vect(x);
    auto tmp2 = mat_vect(v);
    double ans = 0.0,z = 0.0;
    for(int i=0;i<tmp1.size();++i){
        tmp1[i]+=B[i];
        ans += v[i]*tmp1[i];
        z += v[i]*tmp2[i];
    }
    return -(ans/z);
}

void upgrade(vector<double> &x,const vector<double>& v,const double alpha){
    cout<<"Alpha: "<<alpha<<endl<<"X: ";
    for(int i=0;i<x.size();++i){
        x[i] += alpha*v[i];
        cout<<x[i]<<" ";
    }
    cout<<endl;
}

void powell(vector<double>& x){
    vector<double> x_old = x;
    int n = x.size();
    for(int i=0;i<n;++i){
        double alpha = get_alpha(V[i],x);
        upgrade(x,V[i],alpha);
        if(i+1 < n) V[i] = V[i+1];
    }
    cout<<"U: ";
    for(int i=0;i<n;++i){
        V[n-1][i] = x[i]-x_old[i];
        cout<<V[n-1][i]<<" ";
    }
    cout<<endl;
    double alpha = get_alpha(V[n-1],x);
    upgrade(x,V[n-1],alpha);
}

int main(){
    vector<double> x = {20,20};
    for(int i=1;i<=2;++i){
        cout<<"-------------------------"<<i<<endl;
        powell(x);
    }
    return 0;
}