解释:def steepest_descent(fun, grad, x0, iterations, tol): """ Minimization of scalar function of one or more variables using the steepest descent algorithm. Parameters ---------- fun : function Objective function. grad : function Gradient function of objective function. x0 : numpy.array, size=9 Initial value of the parameters to be estimated. iterations : int Maximum iterations of optimization algorithms. tol : float Tolerance of optimization algorithms. Returns ------- xk : numpy.array, size=9 Parameters wstimated by optimization algorithms. fval : float Objective function value at xk. grad_val : float Gradient value of objective function at xk. grad_log : numpy.array The record of gradient of objective function of each iteration. """ fval = None grad_val = None x_log = [] y_log = [] grad_log = [] x0 = asarray(x0).flatten() # iterations = len(x0) * 200 old_fval = fun(x0) gfk = grad(x0) k = 0 old_old_fval = old_fval + np.linalg.norm(gfk) / 2 xk = x0 x_log = np.append(x_log, xk.T) y_log = np.append(y_log, fun(xk)) grad_log = np.append(grad_log, np.linalg.norm(xk - x_log[-1:])) gnorm = np.amax(np.abs(gfk)) while (gnorm > tol) and (k < iterations): pk = -gfk try: alpha, fc, gc, old_fval, old_old_fval, gfkp1 = _line_search_wolfe12(fun, grad, xk, pk, gfk, old_fval, old_old_fval, amin=1e-100, amax=1e100) except _LineSearchError: break xk = xk + alpha * pk k += 1 grad_log = np.append(grad_log, np.linalg.norm(xk - x_log[-1:])) x_log = np.append(x_log, xk.T) y_log = np.append(y_log, fun(xk)) if (gnorm <= tol): break fval = old_fval grad_val = grad_log[-1] return xk, fval, grad_val, x_log, y_log, grad_log
时间: 2024-02-14 09:09:37 浏览: 135
这是一个使用最速下降法(steepest descent algorithm)来最小化一个一元或多元标量函数的函数。其中,fun是目标函数,grad是目标函数的梯度函数,x0是参数的初始值,iterations是最大迭代次数,tol是优化算法的收敛容忍度。函数的返回值包括参数估计的值xk,目标函数在xk处的值fval,目标函数在xk处的梯度grad_val,记录梯度的numpy数组grad_log,记录参数的numpy数组x_log和记录目标函数值的numpy数组y_log。在函数中,使用了线性搜索(_line_search_wolfe12函数)来确定步长,以最小化目标函数。这个函数的主要思想是在每个迭代步骤中,计算目标函数的梯度,然后以梯度的相反方向为方向进行搜索,计算步长,更新参数值。重复上述步骤,直到达到收敛条件或达到最大迭代次数。
阅读全文