梯度计算.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 ()
{
	int n = 2;
	double x[2] = { 1, 0.5 };
	double grad[2];
	compute_grad( fun, n, x, grad );
	cout<< "grad[1]=" << grad[0] << endl;
	cout<< "grad[2]=" << grad[1] << endl;
}

double fun( double * x )
{
	return  100* ( x[1]- x[0]* x[0] )* ( x[1]- x[0]* x[0] )+ (1- x[0] )*( 1- x[0] );
}