最优化外点法.doc

外点法第4页 / 共5页西安电子科技大学电子工程学院 最优化方法及应用（2）上机报告外点法求最优解xxxxxxxxxxxxxxxxxxxxx02951题 目：姓 名：任课老师：学 号:班 级：一、问题描述：Min s.t 二、问题分析实现方法：外点法（C语言）。外点法算法基本步骤：1.构建函数.2.输入初始点X.3.用最速下降法求得到较优点.4.若，则就是所求最优点，打印结果。否则转5.5.，k=k+1，转3.三、代码/ WaiDianFa.cpp : Defines the entry point for the console application./#include stdafx.h#define _accuracy 0.0001/f()float f(float x1,float x2)return x1*x1+x2*x2;/F()float F(float x1,float x2,int M)float sum;sum = (x1+x2-1=0)?(x1*x1+x2*x2):(x1*x1+x2*x2+M*(x1+x2-1)*(x1+x2-1);return sum;/grad()void grad(float x2,float g2,int m)if(x0+x1-1=0)g0 = 2*x0;g1 = 2*x1;elseg0 = 2*x0+m*2*(x0+x1-1);g1 = 2*x1+m*2*(x0+x1-1);/void plusx(float x12,float x02,float g2,float t)x10 = x00+t*g0;x11 = x01+t*g1;/gold()void gold(float &a,float &b,float x2,float g2,int M)float t1,t2;float x12,x22;t2=a+(float)0.382*(b-a);plusx(x2,x,g,t2);t1=a+b-t2;plusx(x1,x,g,t1);float f1,f2;f1=F(x10,x11,M);f2=F(x20,x21,M);if(f1f2) b=t1;else a=t2;b=t1;/void linesearch(float Xk12,float Xk02,float g2,int M)float mina,maxb,Lanbuda;/*searchRange(mina,maxb,Xk0,g);*/mina = -100;maxb =100;while (maxb-mina_accuracy) gold(mina,maxb,Xk0,g,M);Lanbuda = (mina+maxb)/2;plusx(Xk1,Xk0,g,Lanbuda);void find_min(float x2,int M)int k =0;float x12=x0,x1;float g2;float f0,f1;f0 = F(x0,x1,M);grad(x,g,M);while (1)if(0.01g0*g0+g1*g1) break;if(+k1000) break;/if (g0*g0+g1*g1=0) break;linesearch(x1,x,g,M);f1 = F(x10,x1,M);grad(x1,g,M);x0 = x10;x1 = x11;f0 = f1;printf(M=%d:tX=%.3f,%.3ft,M,x0,x1);printf(minf(X)=%.3fn,f1);int main(int argc, char* argv)float x2 = -10,-10;const int C = 10;int M = 1;float threshold = M*(x0+x1-1)*(x0+x1-1);while (threshold_accuracy)find_min(x,M);M *= C;threshold = M*(x0+x1-1)*(x0+x1-1);printf(root:tX=%.3f,%.3ft,x0,x1);printf(minf(X)=%.3