How do I plot the value at each iteration?
20 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
My code below is to compute the minimum value and vector using the conjugate gradient method. How do i plot the value at each iteration? Thanks.
%this program computes the optimal solution of a nonlinear programming
%using the conjugate-gradient method
%xstar - the global optimal solution
%value - optimal solution
function[xstar, minv] = conj_grad(Q,x,q,c,n,tol)
tic;
g0 = (0.5*Q'*x) + (0.5*Q*x) + q; %g is the gradient
d = -g0;
b = (-g0) + Q*x;
g_old = g0;
for i = 1:n
alpha = -(g_old'*d)/(d'*Q*d)
x = x + (alpha*d)
g_new = (Q*x) - b
beta = (g_new'*Q*d)/(d'*Q*d)
res = norm(g_new) %res = residual which is the min distance
value = (0.5*x'*Q*x) +(q'*x) + c
if res < tol
xstar = x
minv = value
fprintf("The minimum value is %d and it converged after %d iterations \n", value, i)
break
end
d = (-g_new) + (beta*d)
g_old = g_new
end
toc
end
0 commentaires
Réponse acceptée
Cris LaPierre
le 20 Mar 2020
7 commentaires
Cris LaPierre
le 21 Mar 2020
Modifié(e) : Cris LaPierre
le 21 Mar 2020
This assumes res and value can be plotted on the same axes.
%this program computes the optimal solution of a nonlinear programming
%using the conjugate-gradient method
%xstar - the global optimal solution
%value - optimal solution
function[xstar, minv] = conj_grad(Q,x,q,c,n,tol)
tic;
g0 = (0.5*Q'*x) + (0.5*Q*x) + q; %g is the gradient
d = -g0;
b = (-g0) + Q*x;
g_old = g0;
for i = 1:n
alpha = -(g_old'*d)/(d'*Q*d)
x = x + (alpha*d)
g_new = (Q*x) - b
beta = (g_new'*Q*d)/(d'*Q*d)
res = norm(g_new) %res = residual which is the min distance
value = (0.5*x'*Q*x) +(q'*x) + c
% Plot res, value
plot(i,res,'ro',i,value,'gs')
hold on
if res < tol
xstar = x
minv = value
fprintf("The minimum value is %d and it converged after %d iterations \n", value, i)
break
end
d = (-g_new) + (beta*d)
g_old = g_new
end
hold off
toc
end
Plus de réponses (0)
Voir également
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!