mprpswp1.m

无约束优化中的共轭梯度算法程序

function [Ntotle2,NNN,number2]=MPRPSWP(y)
%for i=1:30
if y==2
number2=0;
NNN=0;
Ntotle2=1;
for NO=1:49
    [nprob,n,m,x0]=init(NO);
    ee=1e-5;
    ee2=1e-12;
    gk=grdfcn(n,m,x0,nprob);
    dk=(-1)*gk;
    p=0.01;
    b=0.1;
    K=0;
    NI=0;  
    a=[norm(gk)]^(-1);
    q=norm(gk);
    NGG=1;
    NFF=1;
    while (q>=ee)&(K+NI<60000)
        if NI==0 
           a=a;
        else
           a=a*(gk11'*dk0)/(gk1'*dk); 
        end
        a1=0;
        a2=100;
        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);
              K=K+1;
              M=M+1;
              NFF=NFF+1; 
         end
         gk11=grdfcn(n,m,x0,nprob);
         sk=x1-x0;
         x0=x1;
         f1=objfcn(n,m,x1,nprob);
         gk=grdfcn(n,m,x1,nprob);
         yk=gk-gk11;   
         myk=yk+[(2*(f0-f1)+(gk+gk11)'*sk)/norm(sk)^2]*sk;
        %betak=(gk'*gk)/(myk'*dk);        % DY
        %betak=-(gk'*myk)/(dk'*gk11);     % LS
        %betak=(gk'*myk)/(myk'*dk);        % HS
        betak=(gk'*myk)/(norm(gk11)^2); % PRP
        %betak=(gk'*myk-gk'*sk)/(dk'*myk);% LI GUOYIN
        %betak=[gk'*(gk+((2*(f0-f1)+(gk+gk11)'*sk)/norm(sk)^2)*sk)]/[norm(gk11)^2];
        dk0=dk;
        NI=NI+1;
        q=norm(gk1);
        dk=(-1)*gk+betak*dk0;
        if (gk1'*dk>ee2)
            dk1=-gk1;
            x1=x0+a*(-gk1);
            gk1=grdfcn(n,m,x1,nprob);
        end
    end
       if (q<=ee)
           Totle2=NFF+NGG*5; 
           NNN=max(Totle2,NNN);
       else
           Totle2=1;
           number2=number2+1;
       end
           Ntotle2=Totle2*Ntotle2;
           diary 000002.m
           sprintf('%d   %d   %d     %d/%d/%d     %d',nprob,n,m,NI,NFF,NGG,Totle2)          
           diary off
end
else 
    Ntotle=0;
    NNN=0;
    number=0;
end