Coding DFP method for optimization
4 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
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
0 commentaires
Réponses (0)
Voir également
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!