How do I plot the value at each iteration?

조회 수: 11 (최근 30일)
SA
SA 2020년 3월 20일
댓글: SA 2020년 3월 21일
My code below is to compute the minimum value and vector using the conjugate gradient method. How do i plot the value at each iteration? Thanks.
%this program computes the optimal solution of a nonlinear programming
%using the conjugate-gradient method
%xstar - the global optimal solution
%value - optimal solution
function[xstar, minv] = conj_grad(Q,x,q,c,n,tol)
tic;
g0 = (0.5*Q'*x) + (0.5*Q*x) + q; %g is the gradient
d = -g0;
b = (-g0) + Q*x;
g_old = g0;
for i = 1:n
alpha = -(g_old'*d)/(d'*Q*d)
x = x + (alpha*d)
g_new = (Q*x) - b
beta = (g_new'*Q*d)/(d'*Q*d)
res = norm(g_new) %res = residual which is the min distance
value = (0.5*x'*Q*x) +(q'*x) + c
if res < tol
xstar = x
minv = value
fprintf("The minimum value is %d and it converged after %d iterations \n", value, i)
break
end
d = (-g_new) + (beta*d)
g_old = g_new
end
toc
end

채택된 답변

Cris LaPierre
Cris LaPierre 2020년 3월 20일
I shared a simple example in a similar post recently. That might help.
  댓글 수: 7
Cris LaPierre
Cris LaPierre 2020년 3월 21일
편집: Cris LaPierre 2020년 3월 21일
This assumes res and value can be plotted on the same axes.
%this program computes the optimal solution of a nonlinear programming
%using the conjugate-gradient method
%xstar - the global optimal solution
%value - optimal solution
function[xstar, minv] = conj_grad(Q,x,q,c,n,tol)
tic;
g0 = (0.5*Q'*x) + (0.5*Q*x) + q; %g is the gradient
d = -g0;
b = (-g0) + Q*x;
g_old = g0;
for i = 1:n
alpha = -(g_old'*d)/(d'*Q*d)
x = x + (alpha*d)
g_new = (Q*x) - b
beta = (g_new'*Q*d)/(d'*Q*d)
res = norm(g_new) %res = residual which is the min distance
value = (0.5*x'*Q*x) +(q'*x) + c
% Plot res, value
plot(i,res,'ro',i,value,'gs')
hold on
if res < tol
xstar = x
minv = value
fprintf("The minimum value is %d and it converged after %d iterations \n", value, i)
break
end
d = (-g_new) + (beta*d)
g_old = g_new
end
hold off
toc
end
SA
SA 2020년 3월 21일
It worked Cris. Thanks so much for the help.

댓글을 달려면 로그인하십시오.

추가 답변 (0개)

카테고리

Help CenterFile Exchange에서 Get Started with Problem-Based Optimization and Equations에 대해 자세히 알아보기

Community Treasure Hunt

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

Start Hunting!

Translated by