goldmin.m

来自「several numerical method code」· M 代码 · 共 24 行

function [x,fx,ea,iter]=goldmin(f,xl,xu,es,maxit,varargin)
if nargin<3,error('at least 3 input arguments required'),end
if nargin<4||isempty(es), es=0.0001;end
if nargin<5||isempty(maxit), maxit=50;end
phi=(1+sqrt(5))/2;
iter=0;
while(1)
    d = (phi-1)*(xu -xl);
    x1 = xl + d;
    x2 = xu - d;
    if f(x1,varargin{:}) < f(x2,varargin{:})
        xopt = x1;
        xl = x2;
    else
        xopt = x2;
        xu = x1;
    end
    iter=iter+1;
    if xopt~=0, ea = (2 -phi) * abs((xu -xl) / xopt) * 100;end
    if ea <= es || iter >= maxit,break,end
    disp(' [d]                [x1]                [x2]');
    disp(sprintf(' %d     %d       %d\n',d,x1,x2))
end
x=xopt;fx=f(xopt,varargin{:});