funb31.m

无约束优化中的共轭梯度算法程序

function []=fun3(x)
%for i=1:30
nprob=30;
[n,m,x0]=initf(nprob);
ee=1e-10;
gk=grdfcn(n,m,x0,nprob);
dk=(-1)*gk;
Hk=eye(n,n);
p=0.1;
b=0.4;
K=0;
N=0;
while (norm(gk)>=ee)&(K+N<60000)
   a=1;
   a1=0;
    a2=10000;
    sk=a*dk;
    x1=x0+sk;
    f0=objfcn(n,m,x0,nprob);
    f1=objfcn(n,m,x1,nprob);
    gk1=grdfcn(n,m,x1,nprob);
    j=0;
    M=0;
    ff0=gk'*dk;
    while (j==0)&(M<5000)
       if f1<=f0+p*a*gk'*dk-0.5*a^2*dk'*dk
          gk1=grdfcn(n,m,x1,nprob);
          ff1=gk1'*dk;
                if ff1>=b*gk'*dk-a*dk'*dk
                j=-1;
            else 
               aa=a+(a-a1)*gk1'*dk/((gk'-gk1')*dk);
               a1=a;
               f0=f1;
               ff0=ff1;
               a=aa;
            end
         else 
            tt=(f0-f1)/((a-a1)*ff0);
            aa=a1+0.5*(a-a1)/(1+tt);
            a2=a;
            a=aa;
         end
        x1=x0+a*dk;
        f1=objfcn(n,m,x1,nprob);
        gk1=grdfcn(n,m,x1,nprob);
        K=K+1;
        M=M+1;
     end
     gk11=grdfcn(n,m,x0,nprob);
    x0=x1;
    f1=objfcn(n,m,x1,nprob);
    gk=grdfcn(n,m,x0,nprob);
    yk=gk-gk11;
    %I=eye(n,n);
    %Hk=(I-(sk*yk')/(sk'*yk))*Hk*(I-(yk*sk')/(sk'*yk))+(sk*sk')/(sk'*yk);
    %W=inv(Hk);
    %dk=(-1)*(I-(yk*sk'+sk*yk')/(yk'*sk)+(1+(yk'*yk)/(yk'*sk))*(sk*sk')/(yk'*sk))*W*gk;
    Hk=Hk-(Hk*sk*sk'*Hk)/(sk'*Hk*sk)+(yk*yk')/(yk'*sk);
    W=inv(Hk);
    dk=(-1)*W*gk;
    N=N+1;
end
n
m
N
K
f1
norm(gk)
x1