wolfe准则matlab代码

以下是Wolfe准则的MATLAB代码实现：

function [alpha] = wolfe(func, grad, xk, pk, c1, c2)
    alpha = 1;
    max_iter = 100; % 设置最大迭代次数，防止无限循环
    
    for iter = 1:max_iter
        fk = feval(func, xk);
        gk = feval(grad, xk);
        gk_pk = dot(gk, pk);
        
        % 第一条准则：Armijo准则
        if feval(func, xk + alpha * pk) > fk + c1 * alpha * gk_pk
            alpha = zoom(func, grad, xk, pk, c1, alpha);
            break;
        end
        
        % 第二条准则：曲率条件
        gk_alpha_pk = dot(feval(grad, xk + alpha * pk), pk);
        if gk_alpha_pk < c2 * gk_pk
            alpha = zoom(func, grad, xk, pk, alpha, c2);
            break;
        end
        
        if abs(gk_pk) < 1e-8 % 梯度为零，退出迭代
            break;
        end
        
        % 更新alpha值
        alpha = alpha / 2;
    end
end

function [alpha] = zoom(func, grad, xk, pk, c1, c2)
    alpha_lo = 0;
    alpha_hi = 1;
    
    max_iter = 100; % 设置最大迭代次数，防止无限循环
    
    for iter = 1:max_iter
        alpha = (alpha_lo + alpha_hi) / 2;
        
        fk = feval(func, xk);
        gk = feval(grad, xk);
        gk_pk = dot(gk, pk);
        
        if feval(func, xk + alpha * pk) > fk + c1 * alpha * gk_pk || feval(func, xk + alpha * pk) >= feval(func, xk + alpha_lo * pk)
            alpha_hi = alpha;
        else
            gk_alpha_pk = dot(feval(grad, xk + alpha * pk), pk);
            
            if abs(gk_alpha_pk) <= -c2 * gk_pk
                break;
            end
            
            if gk_alpha_pk * (alpha_hi - alpha_lo) >= 0
                alpha_hi = alpha_lo;
            end
            
            alpha_lo = alpha;
        end
    end
end