Effacer les filtres
Effacer les filtres

Coding DFP method for optimization

4 vues (au cours des 30 derniers jours)
Haris Hameed
Haris Hameed le 7 Mai 2020
Hi, i have written this DFP optimization code. it works for initial value [1 1] but does not work for other initial values.
clc
clear
format long
% Function Definition (Enter your Function here):
syms X Y;
%f = X - Y + 2*X^2 + 2*X*Y + Y^2;
%f= X^2 + 25*Y^2;
f= X^2 + 2*Y^2 -4*X - 2*X*Y;
%f= 3*X^2 - sin(Y);
% Initial Guess (Choose Initial Guesses):
x(1) = 1;
y(1) = 1;
e = 10^(-8); % Convergence Criteria
i = 1; % Iteration Counter
% Gradient and Hessian Computation:
df_dx = diff(f, X)
df_dy = diff(f, Y)
go = [subs(df_dx,[X,Y], [x(1),y(1)]) subs(df_dy, [X,Y], [x(1),y(1)])] % Gradient
x_o=[x(1);y(1)]
Io=eye(2)
Ho=Io;
do=-Ho*go'
alpha_o=-x_o/do
x_1=x_o+abs(max(alpha_o(1)))*do
x(1)=x_1(1);
y(1)=x_1(2);
g1 = [subs(df_dx,[X,Y], [x(1),y(1)]) subs(df_dy, [X,Y], [x(1),y(1)])]
yo=g1-go;
yo=yo'
so=x_1-x_o
so_t=so'
H1=Ho+((so*so_t)/(so_t*yo))-((Ho*(yo*yo')*Ho)/(yo'*Ho*yo))
d1=-H1*g1'
alpha_1=-x_1/d1
x_2=x_1+abs(max(alpha_1(1)))*d1

Réponses (0)

Catégories

En savoir plus sur Nonlinear Optimization dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by