共轭梯度法的C+=语言实现.docx

共轭梯度法的C+=语言实现 -基于成都理工大学最优化教材#include #include Matrix.h#include#define MAX_M 2048#include#define beta (sqrt(5)-1)/2#define eclipse 0.01CMatrix hesse()CMatrix temp(2,2); temp.A00 = 2;temp.A01 = 0;temp.A10 = 0;temp.A11 = 8;return temp;double fun(double t,CMatrix &X1,CMatrix &X2)double x1 = X1.A00 + t*X2.A00;double x2 = X1.A10 + t*X2.A10;return x1*x1 + 4*x2*x2;double Max_Num(double a,double b)if(ab)return a;elsereturn b;double Min_Num(double a,double b)if(ab)return a;elsereturn b;void StepAdding_Search(double &a,double &b,CMatrix &mt1,CMatrix &mt2)double tMAX_M=0;double hMAX_M=0;double fMAX_M=0;double result=0;double p=2.1;t0=0;h0=1;f0=fun(t0,mt1,mt2);for(int k=0;kMAX_M-1;k+)tk+1=tk+hk;fk+1=fun(tk+1,mt1,mt2);if(fk+1fk)hk+1=p*hk;result=tk;tk=tk+1;fk=fk+1;else if(k = 0)hk=-hk;result=tk+1;elsea=Min_Num(result,tk+1);b=Max_Num(result,tk+1);double Fibonacci(double &a,double &b,CMatrix mt1,CMatrix mt2)double t2,t1,result_1,result_2;t2 = a + beta*(b-a);result_2 = fun(t2,mt1,mt1);while(true)t1 = a+b-t2;result_1 = fun(t1,mt1,mt2);if(fabs(t1-t2)eclipse)return (t1+t2)/2;else if(result_1 eclipse)X1 = X3;if(i+1 = n)i = 0;X2 = m_temp.Inverse()* diff_fun(X1);elsem = (fanshu(temp_X1)*fanshu(temp_X1)/(fanshu(X1)*fanshu(X1);X2 = diff_fun(X1).Matrix_Multiply(-1) + X2.Matrix_Multiply(m);X1 = X3;X2 = m_temp.Inverse()* diff_fun(X1);StepAdding_Search(a,b,X1,X2);m = Fibonacci(a,b,X1,X2);X3 = X1 + X2.Matrix_Multiply(m);i+;c