This is for two variable optimization problem using conjugate gradient method but I need to modify the provided code below so that I can check any function having more than two variable lets say 5 variables. Please help me I am new in matlab.
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clc
clear
format long
% Function Definition (Enter your Function here):
syms X Y;
f = -X - Y + 0.5*X^2 + X*Y + Y^2;
% Initial Guess:
x(1) = 0;
y(1) = 0;
e = 10^(-8); % Convergence Criteria
i = 1; % Iteration Counter
% Gradient Computation:
df_dx = diff(f, X);
df_dy = diff(f, Y);
J = [subs(df_dx,[X,Y], [x(1),y(1)]) subs(df_dy, [X,Y], [x(1),y(1)])]; % Gradient
S = -(J); % Search Direction
% Minimization Condition:
while norm(S) > e
I = [x(i),y(i)]';
syms h; % Step size
g = subs(f, [X,Y], [x(i)+S(1)*h,y(i)+h*S(2)]);
dg_dh = diff(g,h);
h = solve(dg_dh, h); % Optimal Step Length
x(i+1) = I(1)+h*S(1); % New x value
y(i+1) = I(2)+h*S(2); % New y value
J_old = [subs(df_dx,[X,Y], [x(i),y(i)]) subs(df_dy, [X,Y], [x(i),y(i)])];
i = i+1;
J_new = [subs(df_dx,[X,Y], [x(i),y(i)]) subs(df_dy, [X,Y], [x(i),y(i)])]; % Updated Gradient
S = -(J_new)+((norm(J_new))^2/(norm(J_old))^2)*S; % New Search Direction
end
% Result Table:`
Iter = 1:i;
X_coordinate = x';
Y_coordinate = y';
Iterations = Iter';
T = table(Iterations,X_coordinate,Y_coordinate);
% Plots:
fcontour(f, 'Fill', 'On');
hold on;
plot(x,y,'*-r');
% Output:
fprintf('Initial Objective Function Value: %d\n\n',subs(f,[X,Y], [x(1),y(1)]));
if (norm(S) < e)
fprintf('Minimum succesfully obtained...\n\n');
end
fprintf('Number of Iterations for Convergence: %d\n\n', i);
fprintf('Point of Minima: [%d,%d]\n\n', x(i), y(i));
fprintf('Objective Function Minimum Value: %d\n\n', subs(f,[X,Y], [x(i),y(i)]));
disp(T)
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Réponses (1)
Alan Weiss
le 16 Avr 2021
See my answer here:
Is there something there that you don't understand? If so, ask a specific question.
Alan Weiss
MATLAB mathematical toolbox documentation
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