trdog.m

1. MATLAB常用数学建模工具的中文帮助 2. 贡献MATLAB数学建模工具(打*号) 3. 中国大学生数学建模竞赛历年试题MATLAB程序

function[s,snod,qpval,posdef,pcgit,Z] = trdog(x,g,H,fdata,D,delta,dv,...
   mtxmpy,pcmtx,pcoptions,tol,kmax,theta,l,u,Z,dnewt,preconflag);
%TRDOG Reflected (2-D) trust region trial step (box constraints)
%
% [s,snod,qpval,posdef,pcgit,Z] = TRDOG(x,g,H,fdata,D,delta,dv,...
%                 mtxmpy,pcmtx,pcoptions,tol,theta,l,u,Z,dnewt,preconflag);
%
%   Determine the trial step `s', an approx. trust region solution.
%   `s' is chosen as the best of 3 steps: the scaled gradient
%   (truncated to  maintain strict feasibility),
%   a 2-D trust region solution (truncated to remain strictly feas.),
%   and the reflection of the 2-D trust region solution,
%   (truncated to remain strictly feasible).
%
%   The 2-D subspace (defining the trust region
%   problem) is defined by the scaled gradient
%   direction and a CG process (returning
%   either an approximate Newton step of a dirn of negative curvature.
%   See ?? for more detail. 
%   Driver function is SFMIN

%   Copyright (c) 1990-98 by The MathWorks, Inc.
%   $Revision: 1.5 $  $Date: 1998/09/15 22:43:40 $

% Initialization
n = length(g);  
pcgit = 0; 
grad = D*g;
DM = D; 
DG = sparse(1:n,1:n,full(abs(g).*dv));
posdef = 1; 
pcgit = 0; 
tol2 = sqrt(eps);
v1 = dnewt; 
qpval1 = inf; 
qpval2 = inf; 
qpval3 = inf;

% DETERMINE A 2-DIMENSIONAL SUBSPACE
if isempty(Z)
   if isempty(v1)
      switch preconflag
      case 'hessprecon'
         HH = DM*H*DM + DG;
         [R,permR] = feval(pcmtx,HH,pcoptions);
      case 'jacobprecon'
         [R,permR] = feval(pcmtx,DM,DG,H,pcoptions);
      otherwise
         error('Invalid string used for PRECONFLAG argument to TRDOG');
      end
      % We now pass kmax in from calling function
      %kmax = max(1,floor(n/2));
      if tol <= 0, 
         tol = .1; 
      end 
      [v1,posdef,pcgit] = pcgr(DM,DG,grad,kmax,tol,mtxmpy,fdata,H,R,permR);
   end
   if norm(v1) > 0
      v1 = v1/norm(v1);
   end
   Z(:,1) = v1;
   if n > 1
      if (posdef < 1)
         v2 = D*sign(grad); 
         if norm(v2) > 0
            v2 = v2/norm(v2);
         end
         v2 = v2 - v1*(v1'*v2); 
         nrmv2 = norm(v2);
         if nrmv2 > tol2
            v2 = v2/nrmv2; 
            Z(:,2) = v2;
         end
      else
         if norm(grad) > 0
            v2 = grad/norm(grad);
         else
            v2 = grad;
         end
         v2 = v2 - v1*(v1'*v2); 
         nrmv2 = norm(v2);
         if nrmv2 > tol2
            v2 = v2/nrmv2; 
            Z(:,2) = v2; 
         end
      end
   end
end

%  REDUCE TO THE CHOSEN SUBSPACE
W = DM*Z;  
WW = feval(mtxmpy,W,H,fdata); 
W = DM*WW;
MM = full(Z'*W + Z'*DG*Z); 
rhs=full(Z'*grad);

%  Determine 2-D TR soln
[st,qpval,po,fcnt,lambda] = trust(rhs,MM,delta);
ss = Z*st;  
s = abs(diag(D)).*ss; 
s = full(s); 
ssave = s;
sssave = ss; 
stsave = st;

% Truncate the TR solution?
arg = (abs(s) > 0);
if isnan(s)
   error('Trust region step contains NaN''s.')
end
% No truncation if s is zero length
if isempty(find(arg))   
   alpha = 1;
else
   mdis = inf;
   dis = max((u(arg)-x(arg))./s(arg), (l(arg)-x(arg))./s(arg));
   [mmdis,ipt] = min(dis);  
   mdis = theta*mmdis;
   alpha = min(1,mdis);
end
s = alpha*s; 
st = alpha*st; 
ss = full(alpha*ss);
qpval1 = rhs'*st + (.5*st)'*MM*st;
if n > 1 
   %   Evaluate along the reflected direction?
   qpval3 = inf; 
   ssssave = mmdis*sssave;
   if norm(ssssave) < .9*delta
      r = mmdis*ssave; 
      ns = ssave; 
      ns(ipt) = -ns(ipt); 
      nx = x+r;
      stsave = mmdis*stsave;
      qpval0 = rhs'*stsave + (.5*stsave)'*MM*stsave;
      ng = feval(mtxmpy,r,H,fdata); 
      ng = ng + g; 
      ngrad = D*ng;
      ngrad = ngrad + DG*ssssave;
      
      %      nss is the reflected direction
      nss = sssave; 
      nss(ipt) = -nss(ipt); 
      ZZ(:,1) = nss/norm(nss);
      W = DM*ZZ; 
      WW = feval(mtxmpy,W,H,fdata); 
      W = DM*WW;
      MM = full(ZZ'*W + ZZ'*DG*ZZ);
      nrhs=full(ZZ'*ngrad);
      [nss,tau] = quad1d(nss,ssssave,delta); 
      nst = tau/norm(nss);
      ns = abs(diag(D)).*nss; 
      ns = full(ns);
      
      %      Truncate the reflected direction?
      arg = (abs(ns) > 0); 
      if isnan(ns)
         error('Reflected trust region step contains NaN''s.')
      end
      % No truncation if s is zero length
      if isempty(find(arg))   
         alpha = 1;
      else
         mdis = inf;
         dis = max((u(arg)-nx(arg))./ns(arg), (l(arg)-nx(arg))./ns(arg));
         mdis = min(dis);  
         mdis = theta*mdis;
         alpha = min(1,mdis); 
      end
      ns = alpha*ns; 
      nst = alpha*nst; 
      nss = full(alpha*nss);
      qpval3 = qpval0 +  nrhs'*nst + (.5*nst)'*MM*nst;
   end
   
   %   Evaluate along gradient direction
   ZZ(:,1) = grad/norm(grad);
   W = DM*ZZ; 
   WW = feval(mtxmpy,W,H,fdata); 
   W = DM*WW;
   MM = full(ZZ'*W + ZZ'*DG*ZZ); 
   rhs=full(ZZ'*grad);
   [st,qpval,po,fcnt,lambda] = trust(rhs,MM,delta);
   ssg = ZZ*st; 
   sg = abs(diag(D)).*ssg; 
   sg = full(sg);
   
   %   Truncate the gradient direction?
   arg = (abs(sg) > 0); 
   if isnan(arg)
      % No truncation if s is zero length
      error('Gradient step contains NaN''s.')
   end
   if  isempty(find(arg))   
      alpha = 1;
   else
      mdis = inf;
      dis = max((u(arg)-x(arg))./sg(arg), (l(arg)-x(arg))./sg(arg));
      mdis = min(dis); 
      mdis = theta*mdis;
      alpha = min(1,mdis); 
   end
   sg = alpha*sg; 
   st = alpha*st; 
   ssg = full(alpha*ssg);
   qpval2 = rhs'*st + (.5*st)'*MM*st;
end

% Choose the best of s, sg, ns.
if qpval2 <= min(qpval1,qpval3)
   qpval = qpval2; 
   s = sg; 
   snod = ssg;
elseif qpval1 <= min(qpval2,qpval3)
   qpval = qpval1; 
   snod = ss;
else
   qpval = qpval3; 
   s = ns + r; 
   snod = nss + ssssave;
end