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社区首页 >专栏 >【Matlab代码】共轭梯度下降和阻尼牛顿下降两种算法解得极值

【Matlab代码】共轭梯度下降和阻尼牛顿下降两种算法解得极值

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发布于 2022-05-28 15:05:43
发布于 2022-05-28 15:05:43
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代码语言:javascript
复制
clc;
clear;
syms x y r;
f = (x+y)^2 + (x+1)^2 + (y+3)^2;
syms x_tmp y_tmp;
f_tmp = (x_tmp+y_tmp)^2 + (x_tmp+1)^2 + (y_tmp+3)^2;
fx = diff(f,x);
fy = diff(f,y);
grad_f1 = [fx,fy]';  
x = -20:0.1:20;
y = -15:0.1:15;
[X,Y] = meshgrid(x,y); 
Z = (X+Y).^2 + (X+1).^2 + (Y+3).^2;
figure(1);
mesh(X,Y,Z);
xlabel('横坐标x'); ylabel('纵坐标y'); zlabel('空间坐标z');
hold on;
x0 = 10; y0 = -1.5;
z0 = (x0+y0)^2 + (x0+1)^2 + (y0+3)^2;
plot3(x0,y0,z0,'r*')
hold on
acc = 0.0001;     
x = 10; 
y = -1.5;  
k = 1;     
fprintf('共轭梯度下降开始:\n');
d = -eval(grad_f1);   
while 1
    grad_f1_down = norm(eval(grad_f1))^2;   
    x_tmp = x + r*d(1);
    y_tmp = y + r*d(2);
    r_result = solve(diff(eval(f_tmp)));
    x = x + r_result*d(1);
    y = y + r_result*d(2);
    grad_f1_up = norm(eval(grad_f1))^2;     
    plot3(x,y,eval(f),'r*');  
    hold on 
    if norm(eval(grad_f1)) <= acc
        fprintf('极值坐标为:(%.5f,%.5f,%.5f)\n',x,y,eval(f))
        fprintf('迭代次数:%d\n',k)
        break;
    end
    miu = grad_f1_up/grad_f1_down;
    d = -eval(grad_f1) + miu*d;
    k = k+1;
end
hold off;

代码语言:javascript
复制
clc;
clear;
syms x y;
f =(x+y)^2 + (x+1)^2 + (y+3)^2;
syms x1 y1 a; 
f1 = (x1+y1)^2 + (x1+1)^2 + (y1+3)^2;
fx = diff(f,x);
fy = diff(f,y);
fxx = diff(fx,x);
fyy = diff(fy,y);
fxy = diff(fx,y);
fyx = diff(fy,x);
grad_f1 = [fx;fy];    
grad_H2 = [fxx fxy;fyx fyy]; 
x = -20:0.1:20;
y = -15:0.1:15;
[X,Y] = meshgrid(x,y); 
Z = (X+Y).^2 + (X+1).^2 + (Y+3).^2;
figure(1);
mesh(X,Y,Z);
xlabel('横坐标x'); ylabel('纵坐标y'); zlabel('空间坐标z');
hold on;
x0 = 10; y0 = -1.5;
z0 = (x0+y0)^2 + (x0+1)^2 + (y0+3)^2;
plot3(x0,y0,z0,'r*');
hold on       
acc = 0.00001;  
x = 10; 
y = -1.5;      
k = 0;        
fprintf('阻尼牛顿下降开始:\n')
while 1
 ans_tmp = [x;y];
 S = -eval(inv(grad_H2))*eval(grad_f1);
 x1 = x + a*S(1)
 y1 = y + a*S(2)
    if diff(eval(f1),a) == 0
        a_result = 0;
    else
     a_result = solve(diff(eval(f1)));
        fprintf('第%d次迭代,当前阻尼步长为:%.5f\n', k, a_result);
    end
    x = x + a_result*S(1);
 y = y + a_result*S(2);
    result_tmp = [x;y];
    acc_tmp = sqrt( (result_tmp(1)-ans_tmp(1))^2 + (result_tmp(2) - ans_tmp(2))^2 );
 if acc_tmp < acc
 fprintf('极值坐标为:(%.5f,%.5f,%.5f)\n', x, y, eval(f));
        fprintf('迭代次数:%d\n',k);
        plot3(x,y,eval(f),'r*');
        hold off;
        break;
    end
    plot3(x,y,eval(f),'r*');
    hold on;
    k = k + 1;
    if k >= 100
        fprintf('自动结束!\n');
        break;
    end
end

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