frprmn.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

Sub FRPRMN(P(), N, FTOL, ITER, FRET)
    ITMAX = 200
    EPS = 0.0000000001
    Dim G(550), H(50), XI(50)
    FP = FUNC2(P(), N)
    Call DFUNC(P(), XI())
    For J = 1 To N
        G(J) = -XI(J)
        H(J) = G(J)
        XI(J) = H(J)
    Next J
    For ITS = 1 To ITMAX
        ITER = ITS
        Call LINMIN(P(), XI(), N, FRET)
        If 2# * Abs(FRET - FP) <= FTOL * (Abs(FRET) + Abs(FP) + EPS) Then
            Exit For
        End If
        FP = FUNC2(P(), N)
        Call DFUNC(P(), XI())
        GG = 0#
        DGG = 0#
        For J = 1 To N
            GG = GG + G(J) ^ 2
            DGG = DGG + XI(J) ^ 2
            DGG = DGG + (XI(J) + G(J)) * XI(J)
        Next J
        If GG = 0# Then Exit For
        GAM = DGG / GG
        For J = 1 To N
            G(J) = -XI(J)
            H(J) = G(J) + GAM * H(J)
            XI(J) = H(J)
        Next J
    Next ITS
    If ITC > ITMAX Then Print "  FRPR maximum iterations exceeded"
    Erase XI, H, G
End Sub