wei.m

无约束优化中的共轭梯度算法程序

function [Ntotle2,NNN,number2]=wei(y)
%for i=1:30
y=2;
if y==2
number2=0;
NNN=0;
c1=1.5;
c2=1.72;
Ntotle2=1;
for NO=1:49
   [nprob,n,m,x0]=init(NO);
   ee=1e-5;
   gk=grdfcn(n,m,x0,nprob);
   dk=(-1)*gk;
   p=0.01;
   b=0.1;
    NI=0;
   a=[norm(gk)]^(-1);
   q=norm(gk);
   NGG=1; 
   NFF=1;
   while (q>=ee)&(NI<60000)
        a1=0;
       a2=10;
       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<50)
           if (f1<=f0+p*a*gk'*dk)
               gk1=grdfcn(n,m,x1,nprob);
               ff1=gk1'*dk;
               NGG=NGG+1;
               if (ff1>=b*gk'*dk)&(ff1<=-b*gk'*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);
            M=M+1;
           NFF=NFF+1; 
      end
      gk11=grdfcn(n,m,x0,nprob);
      x0=x1;
      f1=objfcn(n,m,x1,nprob);
      gk=grdfcn(n,m,x1,nprob);
      yk=c1*[norm(gk)]^2;  
        tk=c2*abs(gk'*dk)-c1*gk11'*dk;
        %betak=(gk'*gk)/(yk'*dk);        % DY
      %betak=-(gk'*yk)/(dk'*gk11);     % LS
      %betak=(gk'*yk)/(yk'*dk);        % HS
       betak=yk/tk; 
      dk0=dk;
       NI=NI+1;
       q=norm(gk);
     dk=(-1)*gk+betak*dk0;
 end
   if (q<=ee)
      Totle2=NFF+NGG*5; 
       NNN=max(Totle2,NNN);
   else
        Totle2=1;
        number2=number2+1;
    end
      Ntotle2=Totle2*Ntotle2;
      diary 000001.m
      sprintf('%d   %d   %d %d    %d/%d/%d     %d',nprob,n,m,f1,NI,NFF,NGG,Totle2)          
      diary off
end
else
    Ntotle2=0;
    NNN=0;
    number2=0;
end