梯度投影法matlab源码程序 - matlab算法设计

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标题：梯度投影法matlab源码程序
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所属分类: 算法设计资源类型：程序源码文件大小: 65.62 KB 上传时间: 2019-06-17 22:52:40 下载次数: 56 资源积分：1分提供者: zhangsan456 code

内容：
梯度投影法matlab源码程序

function [x,minf] = minRosen(f,A,b,x0,var,eps)

format long;

if nargin == 5

eps = 1.0e-6;

end

syms l;

x0 = transpose(x0);

n = length(var);

sz = size(A);

m = sz(1);

gf = jacobian(f,var);

bConti = 1;

while bConti

k = 0;

s = 0;

A1 = A;

A2 = A;

b1 = b;

b2 = b;

for i=1:m

dfun = A(i,:)*x0 - b(i);

if abs(dfun)<0.000000001

k = k + 1;

A1(k,:) = A(i,:);

b1(k,1) = b(i);

else

s = s+1;

A2(s,:) = A(i,:);

b2(s,1) = b(i);

end

if k > 0

A1 = A1(1:k,:);

b1 = b1(1:k,:);

end

if s > 0

A2 = A2(1:s,:);

b2 = b2(1:s,:);

end

while 1

P = eye(n,n);

if k > 0

tM = transpose(A1);

P = P - tM*inv(A1*tM)*A1;

end

gv = Funval(gf, var, x0);

gv = transpose(gv);

d = -P*gv;

if d == 0

if k == 0

x = x0;

bConti = 0;

break;

else

w = inv(A1*tM)*A1*gv;

if w>=0

x = x0;

bConti = 0;

break;

else

[u,index] = min(w);

sA1 = size(A1);

if sA1(1) == 1

k = 0;

else

k = sA1(2);

A1 =[ A1(1:(index-1),:); A1((index+1):sA1(2),:)];

end

else

break;

end

yl = x0 + l*d;

tmpf = Funval(f,var,yl);

bb = b2 - A2*x0;

dd = A2*d;

if dd >= 0

[tmpI,lm] = minJT(tmpf,0,0.1);

else

lm = inf;

for i=1:length(dd)

if dd(i) < 0

if bb(i)/dd(i) < lm

lm = bb(i)/dd(i);

end

[xm,minf] = minHJ(tmpf,0,lm,1.0e-14);

tol = norm(xm*d);

if tol < eps

x = x0;

break;

end

x0 = x0 + xm*d;

end

minf = Funval(f,var,x);

文件列表（点击上边下载按钮，如果是垃圾文件请在下面评价差评或者投诉）:

minRosen.m
tb.docx

标题：梯度投影法matlab源码程序
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