matlab定步长计算哪个更快,使用非精确线搜索Armijo算法确定步长的最速下降法（MATLAB）...

Armijo算法实现：

function mk = armijo( fun, xk, rho, sigma, gk )

assert( rho > 0 && rho < 1 );

assert( sigma > 0 && sigma < 0.5 );

mk = 0; max_mk = 100;

while mk <= max_mk

x = xk - rho^mk * gk;

if feval( fun, x ) <= feval( fun, xk ) - sigma * rho^mk * norm( gk )^2

break;

end

mk = mk + 1;

end

return;最速下降法实现：

function [opt_x, opt_f, k] = grad_descent( fun_obj, fun_grad, x0 )

max_iter = 5000; % max number of iterations

EPS = 1e-5; % threshold of gradient norm

% Armijo parameters

rho = 0.5; sigma = 0.2;

% initialization

k = 0; xk = x0;

while k < max_iter

k = k + 1;

gk = feval( fun_grad, xk ); % gradient vector

dk = -1 * gk; % search direction

if norm( dk ) < EPS

break;

end

yk = feval( fun_obj, xk );

fprintf( '#iter = %5d, xk = %.5f, F = %.5f\n', k, xk, yk );

mk = armijo( fun_obj, xk, rho, sigma, gk );

xk = xk + rho^mk * dk;

end

fprintf( '----------------------\n' );

if k == max_iter

fprintf( 'Problem Not solved!\n' );

else

fprintf( 'Problem solved!\n' );

end

% record results

opt_x = xk;

opt_f = feval( fun_obj, xk );

return;