gill-murray改进牛顿法.cpp

C++最优化方法源程序

#include "mathyw.h"
#include "iostream.h"
#include "stdlib.h"
#include "math.h"

double fun( double * x );

void main ()
{
	double p[2] = { 0.1, 0 };
	double * x = new double[2]; 
	newton_gill_search( fun, 2, p, x);
	cout<< "x1 = " << x[0] << endl;
	cout<< "x2 = " << x[1] << endl;
	delete[] x;
}

double fun( double * x )
{
	return 0.1* exp( x[0]* x[0]+ x[1]* x[1] ) + x[0]* x[0]- x[1]* x[1];
}