matlab 变分不等式,求解变分不等式的matlab程序

满意答案

kide754861

2013.07.11

采纳率：46%    等级：11

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function x=Porjection()

clc

sigama=0.5;

gama=0.8;

x0=[10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 0 0 0 0 0 0 0 0];

x=x0;

fun(x)

z=max_fun(x);

r=(x-z);

t=1;

while norm(r)>1e-3

norm(r)

m=0;

f=fun(x);

xx=x-gama^m*r;

ff=fun(xx);

while sum((f-ff).*r)>sigama*norm(r)^2

m=m+1;

xx=x-gama^m*r;

ff=fun(xx);

if m>200

m;

break;

end

end

yita=gama^m;

y=(1-yita)*x+yita*z;

d=-(yita*r-yita*fun(x)+fun(y));

alfa=yita*sum(r.*(r-fun(x)+fun(y)))/(norm(d)^2);

x=max(0,x+alfa*d);

z=max_fun(x);

r=(x-z);

t=t+1;

end

function z=max_fun(x)

f=fun(x);

xx=x-f;

z=max(xx,0);

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