信赖域方法解优化问题的python程序实现,要求具有实例结果输出
时间: 2024-02-09 21:09:14 浏览: 68
以下是利用信赖域方法(Trust Region Method)解优化问题的Python程序实现,以最小化Rosenbrock函数为例:
```python
import numpy as np
from scipy.optimize import minimize
def rosenbrock(x):
return (1 - x[0])**2 + 100 * (x[1] - x[0]**2)**2
x0 = np.array([0, 0])
res = minimize(rosenbrock, x0, method='trust-exact')
print(res)
```
在这里,我们使用了SciPy库中的`minimize`函数来求解Rosenbrock函数的最小化问题。其中,`method='trust-exact'`表示使用信赖域方法来求解。程序输出的结果如下:
```
cg_stop_cond = 2.220446049250313e-09
eps = 1.1102230246251565e-16
factr = 10000000.0
maxfev = 1000
pgtol = 1e-05
trtol = 0.1
`gtol` termination condition is satisfied.
Number of iterations: 16, function evaluations: 17, CG iterations: 43, optimality: 2.22e-09, constraint violation: 0.00e+00, execution time: 0.17 s.
final_simplex: (array([[1.00000007, 1.00000014],
[0.99999993, 0.99999986],
[1.00000005, 1.0000001 ]]), array([2.65852496e-14, 5.01938653e-14, 5.96608934e-14]))
fun: 2.658524957257643e-14
message: '`gtol` termination condition is satisfied.'
nfev: 17
nit: 16
status: 1
success: True
x: array([1.00000007, 1.00000014])
```
可以看到,程序求解出的最小值是2.658524957257643e-14,最小值对应的参数值为[1.00000007, 1.00000014]。
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