dfp.h

DFP变尺度法

//DFP.H
#if !defined(_DFP_H)
#define _DFP_H
#include "matrix.h"
#include"differ.h"
#include<fstream.h>

class CDfp
{
	public:
		CDfp(){}
		CMatrix operator()(double(*p)(CMatrix&),
			CMatrix& X0,double e);               //DFP
	private: 
	    double(*pfun)(CMatrix&);                 //pfun---目标函数指针
		CMatrix X;                               //X------迭代点(列向量)
        CMatrix S;                               //S------迭代方向
		double error;                            //error--误差
		int n;                                   //n------维数，

		double explore(double a0,CMatrix TiDu);  //一维探索
		double explore0(double a,double b);      //黄金分割法       
		double f(double a);                      //构造求a的目标函数
        double find_a(CMatrix TiDu);             //求步长a 
};
#endif