dfp变尺度法.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] = { -3, 3 };
	double * x = new double[2]; 
	DFP_search( fun, 2, p, x);
	cout<< "x1 = " << x[0] << endl;
	cout<< "x2 = " << x[1] << endl;
	delete[] x;
}

double fun( double * x )
{
	return 5* ( x[1]- x[0]* x[0] )* ( x[1]- x[0]* x[0] ) + ( x[1]- 2* x[0]+ 1 )* 
		                         ( x[1]- 2* x[0]+ 1 )+ ( x[0]+ x[1]- 2 )* ( x[0]+ x[1]- 2 );
}