weights.m

基于matlab的约束非线性规划算法库

function [kappa, Wk] = Weights(kappa,Wkm1,cTc,JpTf,lenJp)
%Compute weights in the merit function
%
if cTc == 0
    Wk = Wkm1;
else
delta = [0.25 0.25];
sqr = sqrt(realmin);
%Compute wOFxk = w(xk)
alfaOFWkm1 = (Wkm1*cTc-JpTf)/(Wkm1*cTc+lenJp^2);
if alfaOFWkm1 > (1+delta(2))
       wOFxk = (-JpTf-lenJp^2*(1+delta(2)))/delta(2)/max(sqr,cTc);
       alfaOFWkm1 = (wOFxk*cTc-JpTf)/(wOFxk*cTc+lenJp^2);
   elseif alfaOFWkm1 < (1-delta(1))
       wOFxk = (lenJp^2+JpTf*(1-delta(1)))/delta(1)/max(sqr,cTc);
       alfaOFWkm1 = (wOFxk*cTc-JpTf)/(wOFxk*cTc+lenJp^2);
   else
       wOFxk = Wkm1;
end
s=max(size(kappa));
Wk = max(wOFxk, kappa(s));
if wOFxk > kappa(s)
    kappa(s) = wOFxk;
else
    Ind = max(find(kappa < wOFxk));
    kappa(Ind+1) = wOFxk;
end
end % outer if