# am trying to write a matlab program to solve dogleg method for trust region problem, but the program is not working properly. Below is the program. Please i really need your help and suggestions. Thanks

조회 수: 3 (최근 30일)
chuksjnr 2016년 11월 12일
clear all
fprintf(' k f0 X(1,1) X(2,1) r b\n')
syms x1 x2
X = [x1 ; x2];
f = (x2 - 0.129*x1^2 + 1.6*x1 - 6)^2 + 6.07*cos(x1) + 10;
w = jacobian(f,X);
g1 = w';
h1 = jacobian(jacobian(f,X));
k = 0;
datasave = [];
x1 = 6; x2 = 14;
g = eval(g1);
h = eval(h1);
b = norm(g); %where b is tol
while k<15
if (eig(h))>0
H = h;
else
lambda = 0.01;
V=abs(min(eig(h)));
H = h + (V+lambda)*eye(size(h));
end
Y = inv(H);
r = (g'*g)/(g'*H*g);
pU = -r*g;
pB = -Y*g;
if 0<=r<=1
P = r*pU;
elseif 1<=r<=2
P = pU + (r-1)*(pB-pU);
end
PP = norm(P);
f = @(x1,x2) (x2-0.129*x1^2+1.6*x1-6)^2+6.07*cos(x1)+10; f0 = f(x1,x2);
X = [x1;x2];
W = g'*P;
Z = 0.5*(P'*H*P);
y = f0+W+Z;
v = f0;
A = X+P;
x1 = A(1,1);
x2 = A(2,1);
q = f(x1,x2);
Q = 0.2; R = 0.25; S = 0.75; I = 2.0; M = 5.0; B = 0.25; C = 2.0;
e = (f0 - q)/(v - y);
if e<R
Inew = B*I;
elseif e>S && PP==I
Inew = min(C*I,M);
else
Inew = I;
end
if e>Q
Xnew = A;
else
Xnew = X;
end
datasave=[datasave; k f0 X(1,1) X(2,1) r b];
Xnew = subs(Xnew);
k = k+1;
X = Xnew;
x1 = X(1,1);
x2 = X(2,1);
gnew = eval(g1);
b = norm(gnew);
hnew = eval(h1);
I = Inew; g = gnew;h=hnew;
end
disp(datasave)

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