最速下降法matlab全局最小值_最速下降法Matlab程序

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最速下降梯度法

matlab

程序

% Steepest Descent Method

% By Kshitij Deshpande

clc

clear all

warning off

prompt = {\'Coeficients if X1=\',\'Coefficients of X2=\',\'Coefficeint of X1X2=\',\'Initial Point=\'};

def

= {\'[2 1 0]\',\'[1 -1 0]\',\'2\',\'[0 0]\'};

a=inputdlg(prompt,\'Data\',1,def);

a=char(a);

[m,n]=size(a);

x1 = eval(a(1,1:n));x2=eval(a(2,1:n));x1x2=eval(a(3,1:n));X1=eval(a(4,1:n));

delf1(1) = polyval(polyder(x1),X1(1));

delf1(1) = (delf1(1))+(x1x2*X1(2));

delf1(2) = polyval(polyder(x2),X1(1));

delf1(2) = (delf1(2))+(x1x2*X1(1));

s=-delf1;

%%%%%%%%%%

%report

srep(1,1:2)=s;

%%%%%%%%%%

x1new(1)=s(1)^2;x1new(2)=2*X1(1)*s(1);x1new(3) = X1(1)^2;

x1new=x1new*x1(1);

x1new_(2)=x1(2)*s(1);x1new_(3)=x1(2)*X1(1);

x1new = x1new+x1new_;

x2new(1)=s(2)^2;x2new(2)=2*X1(2)*s(2);x2new(3) = X1(2)^2;

x2new=x2new*x2(1);

x2new_(2)=x2(2)*s(2);x2new_(3)=x2(2)*X1(2);

x2new = x2new+x2new_;

x1x2new(1)=s(1)*s(2);x1x2new(2)=X1(1)*s(2)+X1(2)*s(1);x1x2new(3)=X1(1)*X1(2);

x1x2new=x1x2*x1x2new;

df = polyder(x1new+x2new+x1x2new);

lambda(1) = roots(df);

X1=X1+lambda(1)*s;

Xrep(1,1:2)=X1;

delf1(1) = polyval(polyder(x1),X1(1));

delf1(1) = (delf1(1))+(x1x2*X1(2));

delf1(2) = polyval(polyder(x2),X1(2));

delf1(2) = (delf1(2))+(x1x2*X1(1));

if all(X1)== 0

fprintf(\'%d %d is the optimum point\',X1(1),X1(2));

end