brownbs.cpp

共轭梯度的几种方法对标准函数的测试结果比较 附比较结果

//c
//c     brown badly scale function in  mgh 1981 test problem 4 initial point should be x0=[1,1,----,1,1]
//c
//c   
//c
#include<iostream.h>
#define N 5
void CALF(int n,double x[N],double &f){
	f=0.0;
	double a=1000000.0;
	double b=0.200000;
	double t1,t2,t3;
	int m=n/2;
		for(int i=0;i<m;i++){
	  t1=x[2*i-1]-a;
	  t2=x[2*i]-b;
	  t3=x[2*i-1]*x[2*i]-2.0;
	  f=f+t1*t1+t2*t2+t3*t3;
		}
}
//c
//c
//c
void CALG(int n,double x[N],double g[N]){
		double a=1000000.0;
	double b=0.200000;
	double t1,t2,t3;
	int m=n/2;
	int j=1;
		for(int i=0;i<m;i++){
	  t1=x[2*i-1]-a;
	  t2=x[2*i]-b;
	  t3=x[2*i-1]*x[2*i]-2.0;
	  g[j]=2.0*(t1+t3*x[2*i]);
	  g[j+1]=2.0*(t2+t3*x[2*i-1]);
	  j=j+2;
		}
}


double DOIT(double m1[N],double m2[N]){
	double sum=0;
	for(int i=0;i<N;i++)
		sum+=m1[i]*m2[i];
	return sum;
}//DOIT
int wolf1(double x[],double work[],double g[],double alpha,double c1,double c2){
	double f1,f2;
	double temp[N];
	CALF(N,x,f1);
	for(int i=0;i<N;i++)
		temp[i]=x[i]+alpha*work[i];
	CALF(N,temp,f2);
	double temp1=DOIT(g,work);
	double temp2=-c1*alpha*temp1;
	if((f1-f2)>=temp2)return 1;
	else return 0;
}//wolf1
int wolf2(double x[],double work[],double g[],double alpha,double c1,double c2){
	double ng[N];
	double temp[N];
	for(int i=0;i<N;i++)
		temp[i]=x[i]+alpha*work[i];
	CALG(N,temp,ng);
	double temp1=DOIT(ng,work);
	double temp2=c2*DOIT(g,work);
	if(temp1>=temp2)return 1;
	else return 0;
}//wolf2
void main()
{	
	double x[N],G[N],work[N];
	double c1=0.1,c2=0.5;
	double alpha=1;
	double a=0,b=1000;
	int k=0;
	for(int i=0;i<N;i++)
		if(i%2==0)x[i]=1;
			else x[i]=1;
   CALG(N,x,G);
	for(i=0;i<N;i++)
		work[i]=-G[i];
//	wolf1(x,work,G,alpha,c1,c2);
step2:
	cout<<k<<'\n';
	if(wolf1(x,work,G,alpha,c1,c2)&&wolf2(x,work,G,alpha,c1,c2)){
	for(i=0;i<N;i++)
		   x[i]=x[i]+alpha*work[i];
	goto step5;}
	if(wolf1(x,work,G,alpha,c1,c2)==0){
		k++;
		goto step3;}
	if(wolf2(x,work,G,alpha,c1,c2)==0){
		k++;
		goto step4;}
step3:
	b=alpha;
	alpha=(a+alpha)/2;
	goto step2;
step4:
	a=alpha; 
	alpha=(2*alpha)>(alpha+b)/2?(alpha+b)/2:(2*alpha);
	goto step2;
step5:
	cout<<"迭带步数"<<k<<'\n';
	cout<<"alpha:"<<alpha<<'\n';

}