sqp_optimization_gini.m

TDM系统中的最优折中曲线搜索及调度算法性能评估

% =========================================================================
% Copyright (c)2006， 东南大学移动通信国家重点实验室
% All rights reserved.
%
% 文件名称：SQP_Optimization_Gini.m
% function描述：自编SQP的最优折中曲线搜索，Gini Index

% 当前版本： 1.0
% 作    者：梁浩
% 完成日期： 2007年6月
%==========================================================================

function [op_th op_fair op_w] = SQP_Optimization_Gini(N, aimFair, mean, sigma)

precision = 10.^(-6);

epsilon_g = 100;               % 放松对梯度的要求，因为最大值点不一定是局部的极大值点
epsilon_F = 10 .^ (-4);

% 步骤(i)
iter_num = 0;
w = 1 .* ones(1, N-1);

% 步骤(ii)
[T F] = T_F_w_Gini(w, N, aimFair, mean, sigma);
[g A] = g_A_w_Gini(w, N, aimFair, mean, sigma, precision);
lambda = A' \ g';
[x,fval,exitflag,output,grad,W] = W_w_lambda_Gini(N, aimFair, mean, sigma, lambda);        % 用fmincon求初始时刻的Hessian矩阵：W
[T F g A S] = T_F_g_A_S_w_Gini(w, N, aimFair, mean, sigma, lambda, precision);                          % 求目标函数、限制函数和Lagrangian函数的梯度


% % 步骤(iii)－(x)的循环
while 1
% % %     abs(g)
% % %     abs(F)
    if (sum(abs(g))<epsilon_g) && (abs(F)<epsilon_F)
        break
    end

    mat_for_solving_A = W;
    [size_row size_col] = size(mat_for_solving_A);
    mat_for_solving_A(size_row+1,:) = A;
    mat_for_solving_A(:,size_col+1) = [A, 0]';
    mat_for_solving_b = -[g+lambda.*A, F]';
    solution = mat_for_solving_A \ mat_for_solving_b;
    
    delta_w = solution(1:length(solution)-1);
    delta_lambda = solution(length(solution));
    
    S_old = S;                     % 记录当前状态，以便于计算delta_S
    
    w = w + delta_w';
    lambda = lambda + delta_lambda';
    
    % 更新参数
    [T F g A S] = T_F_g_A_S_w_Gini(w, N, aimFair, mean, sigma, lambda, precision);

    g 
    A 
    S
    T 
    F 
    
    delta_S = S - S_old;
    
    % 更新Hsessian矩阵
% % %     W = W - W * delta_w * (W * delta_w)' ./ (delta_w' * W * delta_w) + delta_S' * delta_S ./ (delta_S * delta_w);
    [x,fval,exitflag,output,grad,W] = W_w_lambda_Gini(N, aimFair, mean, sigma, lambda);
    
    
end

op_th = -T;
op_fair = F + aimFair;
op_w = w;