matlab 截断共轭梯度法,最优化作业 共轭梯度法 matlab代码

syms f x1 x2

f=(1/2)*x1^2+x2^2;

x=[2;1];

a=[1 0;0 2];% A

g1=diff(f,x1);

g2=diff(f,x2);

g=[g1;g2];%导数

% x1

g11=subs(g1,{x1,x2},{x(1) x(2)});

g22=subs(g2,{x1,x2},{x(1) x(2)});

g=[g11;g22]

d=-g;

d11=subs(d(1),{x1,x2},{x(1) x(2)});

d22=subs(d(2),{x1,x2},{x(1) x(2)});

d=[d11;d22]

af=(-g‘*d)/(d‘*a*d)

x=x+af*d

g11=subs(g1,{x1,x2},{x(1) x(2)});

g22=subs(g2,{x1,x2},{x(1) x(2)});

g=[g11;g22]

% x1

e=0.1;%精度

%共轭梯度

for i=1:2

if g==0

disp(‘x‘)

x

break

else

b=(g‘*a*d)/(d‘*a*d)%β

d=-g+b*d;

d11=subs(d(1),{x1,x2},{x(1) x(2)});

d22=subs(d(2),{x1,x2},{x(1) x(2)});

d=[d11;d22]

af=(-g‘*d)/(d‘*a*d)%步长α

x=x+af*d

g11=subs(g1,{x1,x2},{x(1) x(2)});

g22=subs(g2,{x1,x2},{x(1) x(2)});

g=[g11;g22]

end

end

原文：https://www.cnblogs.com/wander-clouds/p/9016468.html