linmin.txt

用VB实现的函数的极致和最优化 包括黄金分割搜索法、不用导数的布伦特法 用导数的布伦特法、多元函数的山单纯形法、多元函数的变尺度法等

Public NCOM, PCOM(50), XICOM(50)
Sub LINMIN(P, XI, N, FRET)
    TOL = 0.0001
    NCOM = N
    For J = 1 To N
        PCOM(J) = P(J)
        XICOM(J) = XI(J)
    Next J
    AX = 0#
    XX = 1#
    Call MNBRAK(AX, XX, BX, FA, FX, FB)
    FRET = BRENT(AX, XX, BX, TOL, XMIN)
    For J = 1 To N
        XI(J) = XMIN * XI(J)
        P(J) = P(J) + XI(J)
    Next J
End Sub