goldensm.m

来自「高斯迭代加速收敛计算非线性规划高斯迭代加速收敛计算非线性规划」· M 代码 · 共 25 行

function [x,fval]=GoldenSM(FUN,a,b,ybs)
x1=a+0.382*(b-a);
y1=feval(FUN,x1);
x2=a+0.618*(b-a);
y2=feval(FUN,x2);
while (b-a)>ybs
if y1<y2
b=x2;
x2=x1;
y2=y1;
x1=a+0.382*(b-a);
y1=feval(FUN,x1);
else
a=x1;
x1=x2;
y1=y2;
x2=a+0.618*(b-a);
y2=feval(FUN,x2);
end
end
x=0.5*(a+b);
fval=feval(FUN,x);
str=sprintf('the minmum result is:\n x*=%f\nf(x*)=%f',x,fval);
disp(str);