数学规划-一维搜索

Fibonacci方法

1.Fibonacci数列

F0 = F1 = 1；
Fk = Fk-1 + Fk-2，k=2,3,4…

2.Fibonacci迭代原理

通过容许误差选取Fn+1：Fn+1> (b-a)/ε
初始点：在区间[a,b]选取，λ1 = a+Fn-1*(b-a)/Fn+1；λ2 = a+Fn*(b-a)/Fn+1;
开始迭代：比较 f(λ1) 和 f(λ2) 的大小，若 f(λ1) ＞ f(λ2)，λ* = [λ1,b]，保留点λ2，计算新的区间长度，与ε比较，判断是否应该中止迭代；若 f(λ1) ≤ f(λ2)，λ* = [a,λ2]，保留点λ1，计算新的区间长度，与ε比较，判断是否应该中止迭代。

3.C++代码

//数学规划
//一维搜索

#include <iostream>
#include <math.h>

#define f(x) (x*x-6*x+2)

using namespace std;

//生成Fibonacci数列
float fibonacci_num(int n)
{
    if(n<=2) return 1;
    else return (fibonacci_num(n-1)+fibonacci_num(n-2));
}
//Fibonacci搜索，其中a，b为区间上下限
float fibonacci_search(float a, float b, float delta)
{
    int n = 1;
    float Fn = fibonacci_num(n);
    float Fn1 = fibonacci_num(n+1);
    while((b-a)/delta>Fn1)
    {
        n++;
        Fn = fibonacci_num(n);
        Fn1 = fibonacci_num(n+1);
    }

    float lambda2 = a + Fn*(b-a)/Fn1;
    float lambda1 = a + b - lambda2;
    float best = f(lambda1)<f(lambda2)?lambda1:lambda2;

    while((b-a)>delta)
    {
        if(f(lambda1)>f(lambda2))
        {
            best = lambda2;
            a = lambda1;
            lambda1 = lambda2;
            lambda2 = a + b - lambda2;
        }
        else if(f(lambda1)<f(lambda2))
        {
            best = lambda1;
            b = lambda2;
            lambda2 = lambda1;
            lambda1 = a + b - lambda2;
        }
        cout<<lambda1<<"::"<<f(lambda1)<<endl;
        cout<<lambda2<<"::"<<f(lambda2)<<endl;

        cout<<"---------------"<<endl;
    }
    return best;
}

int main()
{
    float best = fibonacci_search(0,10,0.3);
    cout<<"最优解："<<best<<endl;
    cout<<"最优值"<<f(best)<<endl;
    return 0;
}