random.m

matlab 牛顿 单纯形法 最优化理论 matlab 牛顿 单纯形法 最优化理论

%--------------随机法------------％
function y = random(x,N)
la = 1;
eps = 1/10^12;
x = x';
temp = x;
i = 1;
while la >= eps
    while i <= N
        u = rand(2,1);
        new = x + la.* u;
        fun_pre = fun(x);
        fun_new = fun(new);
        if fun_new < fun_pre
            while fun_new < fun_pre
                x = new;
                new = x + la.*u;
                fun_pre = fun(x);
                fun_new = fun(new);
                i = 1;
            end
        else
            i = i + 1;
        end
    end
    la = la/N;  
    i = 1;
end

x
fmin = fun(x)