wolfe准则matlab代码
时间: 2023-11-25 08:44:52 浏览: 122
以下是Wolfe准则的MATLAB代码实现:
```matlab
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
```
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