define.h

运筹学中的解非线性规划问题的一种方法,zoutendijk可行方向法

#define NUM_variable 2
#define NUM_restriction 4

#define x0 x0_fun1
//#define x0 x0_fun2
//#define x0 x0_fun3

#define fun fun1
//#define fun fun2
//#define fun fun3

#define fun_grads fun1_grads
//#define fun_grads fun2_grads
//#define fun_grads fun3_grads

static double A[NUM_restriction][NUM_variable]={1.0,1.0,1.0,5.0,-1.0,0.0,0.0,-1.0};
static double B[NUM_restriction] = {2.0,5.0,0.0,0.0};

//目标函数
double fun1(double *x)
{
	return 2*x[0]*x[0]+2*x[1]*x[1]-2*x[0]*x[1]-4*x[0]-6*x[1];
}

//
void fun1_grads(double *x,double *grads)
{
	*grads = 4*x[0]-2*x[1]-4;
	*(grads+1) = 4*x[1]-2*x[0]-6;
	return;
}
double x0_fun1[NUM_variable] ={0.0,0.0};
//double x0_fun2[2] ={};

double xk[NUM_variable];

//向量相乘
double vector_Multiply(double *a,double *x,int dim)
{
	double result = 0.0;
	for(int i=0;i<dim;i++)
	{
		result += a[i]*x[i];
	}
	return result;
}