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)
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)

답변 (0개)

카테고리

Help CenterFile Exchange에서 Get Started with MATLAB에 대해 자세히 알아보기

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by