迭代最优算法matlab程序

迭代最优算法是一种用于求解非线性最小二乘问题的优化算法。其中一个用的迭代最优算法是Levenberg-Marquardt算法。以下是一个用Matlab编写的Levenberg-Marquardt最优迭代算法的代码示例：

function [x_opt, f_opt] = levenberg_marquardt(x0, f, J, lambda)
    max_iter = 100; % 最大迭代次数
    tol = 1e-6; % 收敛阈值
    
    x = x0;
    f_val = f(x);
    J_val = J(x);
    iter = 0;
    
    while norm(J_val'*f_val) > tol && iter < max_iter
        H = J_val' * J_val + lambda * eye(size(J_val, 2));
        delta_x = -H \ (J_val' * f_val);
        
        x_new = x + delta_x;
        f_val_new = f(x_new);
        
        if norm(f_val_new) < norm(f_val) %判断是否减小
            lambda = lambda / 10;
            x = x_new;
            f_val = f_val_new;
            J_val = J(x);
        else
            lambda = lambda * 10;
        end
        
        iter = iter + 1;
    end
    
    x_opt = x;
    f_opt = f_val;
end