信赖域牛顿法.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, 3 };
	double * x = new double[2]; 
	newton_region_search( fun, 2, p, x);
	cout<< "x1 = " << x[0] << endl;
	cout<< "x2 = " << x[1] << endl;
	delete[] x;
}

double fun( double * x )
{
	return pow( x[0]-2, 4 )+ ( x[0]- 2* x[1] )* ( x[0]- 2* x[1] );
}