level 1
nirvanawei
楼主
#include "iostream.h"#
include "math.h"void comput_grad(double (*pf)(double *x), int n, double *point, double *grad); //计算梯度double line_search1(double (*pf)(double *x), int n, double *start, double *direction); //0.618法线搜索double line_search(double (*pf)(double *x), int n, double *start, double *direction); //解析法线搜索double DFP(double (*pf)(double *x), int n, double *min_point); //无约束变尺度法//梯度计算模块//参数：指向目标函数的指针，变量个数，求梯度的点，结果void comput_grad(double (*pf)(double *x), int n, double *point, double *grad){ double h=1E-3; int i; double *temp; temp = new double[n]; for(i=1;i<=n;i++) { temp[i-1]=point[i-1]; } for(i=1;i<=n;i++) { temp[i-1]+=0.5*h; grad[i-1]=4*pf(temp)/(3*h); temp[i-1]-=h; grad[i-1]-=4*pf(temp)/(3*h); temp[i-1]+=(3*h/2); grad[i-1]-=(pf(temp)/(6*h)); temp[i-1]-=(2*h); grad[i-1]+=(pf(temp)/(6*h)); temp[i-1]=point[i-1]; } delete[] temp;}//一维搜索模块//参数：指向目标函数的指针，变量个数，出发点，搜索方向//返回：最优步长double line_search( double (*pf)(double *x), int n, double *start, double *direction){ int i; double step=0.001; double a=0,value_a,diver_a; double b,value_b,diver_b; double t,value_t,diver_t; double s,z,w; double *grad,*temp_point; grad=new double[n]; temp_point=new double[n]; comput_grad(pf,n,start,grad); diver_a=0; for(i=1;i<=n;i++) diver_a=diver_a+grad[i-1]*direction[i-1]; do { b=a+step; for(i=1;i<=n;i++) temp_point[i-1]=start[i-1]+b*direction[i-1]; comput_grad(pf,n,temp_point,grad); diver_b=0; for(i=1;i<=n;i++) diver_b=diver_b+grad[i-1]*direction[i-1]; if( fabs(diver_b)<1E-10 ) { delete[] grad; delete[] temp_point; return(b); } if( diver_b<-1E-15 ) { a=b; diver_a=diver_b; step=2*step; } }while( diver_b<=1E-15 ); for(i=1;i<=n;i++) temp_point[i-1]=start[i-1]+a*direction[i-1]; value_a=(*pf)(temp_point); for(i=1;i<=n;i++) temp_point[i-1]=start[i-1]+b*direction[i-1];
2008年06月23日 04点06分
1
include "math.h"void comput_grad(double (*pf)(double *x), int n, double *point, double *grad); //计算梯度double line_search1(double (*pf)(double *x), int n, double *start, double *direction); //0.618法线搜索double line_search(double (*pf)(double *x), int n, double *start, double *direction); //解析法线搜索double DFP(double (*pf)(double *x), int n, double *min_point); //无约束变尺度法//梯度计算模块//参数：指向目标函数的指针，变量个数，求梯度的点，结果void comput_grad(double (*pf)(double *x), int n, double *point, double *grad){ double h=1E-3; int i; double *temp; temp = new double[n]; for(i=1;i<=n;i++) { temp[i-1]=point[i-1]; } for(i=1;i<=n;i++) { temp[i-1]+=0.5*h; grad[i-1]=4*pf(temp)/(3*h); temp[i-1]-=h; grad[i-1]-=4*pf(temp)/(3*h); temp[i-1]+=(3*h/2); grad[i-1]-=(pf(temp)/(6*h)); temp[i-1]-=(2*h); grad[i-1]+=(pf(temp)/(6*h)); temp[i-1]=point[i-1]; } delete[] temp;}//一维搜索模块//参数：指向目标函数的指针，变量个数，出发点，搜索方向//返回：最优步长double line_search( double (*pf)(double *x), int n, double *start, double *direction){ int i; double step=0.001; double a=0,value_a,diver_a; double b,value_b,diver_b; double t,value_t,diver_t; double s,z,w; double *grad,*temp_point; grad=new double[n]; temp_point=new double[n]; comput_grad(pf,n,start,grad); diver_a=0; for(i=1;i<=n;i++) diver_a=diver_a+grad[i-1]*direction[i-1]; do { b=a+step; for(i=1;i<=n;i++) temp_point[i-1]=start[i-1]+b*direction[i-1]; comput_grad(pf,n,temp_point,grad); diver_b=0; for(i=1;i<=n;i++) diver_b=diver_b+grad[i-1]*direction[i-1]; if( fabs(diver_b)<1E-10 ) { delete[] grad; delete[] temp_point; return(b); } if( diver_b<-1E-15 ) { a=b; diver_a=diver_b; step=2*step; } }while( diver_b<=1E-15 ); for(i=1;i<=n;i++) temp_point[i-1]=start[i-1]+a*direction[i-1]; value_a=(*pf)(temp_point); for(i=1;i<=n;i++) temp_point[i-1]=start[i-1]+b*direction[i-1];
