这个程序利用牛顿迭代的方法求解最优值
程序如下:
#这个程序利用牛顿法求解最优化问题
import math
import numpy as np
from matplotlib import pyplot as plt
def Fun(x):
return math.exp(x)-5*x-8
def Fun1(x):
return math.exp(x)-5
def Fun2(x):
return math.exp(x)
# 设置初始值
x0=3
x1=x0+Epsilon+0.01
minimum=Fun(x0)
Epsilon=0.001
#存储x的变化值
Point=[]
#存储函数值的变化情况
Value=[]
#算法迭代
while abs(x1-x0)>Epsilon:
Point.append(x0)
Value.append(Fun(x0))
x1=x0
x0=x0-Fun1(x0)/Fun2(x0)
print("迭代最优值点为:",x0)
print("迭代最优值处对应的函数值为:",Fun(x0))
print("迭代次数为:",len(Point))
plt.plot(Point)
plt.title("The changes of Point in the process of iteration")
plt.xlabel("The number of iteration")
plt.ylabel("Point")
plt.figure()
plt.plot(Value)
plt.title("The changes of Function_Value in the process of iteration")
plt.xlabel("The number of iteration")
plt.ylabel("Function_Value")
![在这里插入图片描述](https://img-blog.csdnimg.cn/2021060419235328.png?x-oss-process=image/watermark,type_ZmFuZ3poZW5naGVpdGk,shadow_10,text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3dlaXhpbl80NjMyNTc3Mw==,size_16,color_FFFFFF,t_70)
![在这里插入图片描述](https://img-blog.csdnimg.cn/20210604192518325.png?x-oss-process=image/watermark,type_ZmFuZ3poZW5naGVpdGk,shadow_10,text_aHR0cHM6Ly9ibG9nLmNzZG4ubmV0L3dlaXhpbl80NjMyNTc3Mw==,size_16,color_FFFFFF,t_70)