用牛顿迭代法求解多元函数fx=3x1^2+3x2^2-x1^2*x2的最小值的matlab代码
时间: 2023-11-13 13:17:31 浏览: 140
基于matlab实现牛顿法求最小值
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syms x1 x2;
f = 3*x1^2 + 3*x2^2 - x1^2*x2;
grad_f = [diff(f, x1); diff(f, x2)];
hess_f = [diff(grad_f(1), x1), diff(grad_f(1), x2); diff(grad_f(2), x1), diff(grad_f(2), x2)];
x0 = [1; 1]; % 初始点
tol = 1e-6; % 精度要求
max_iter = 100; % 最大迭代次数
iter = 0;
while true
g = double(subs(grad_f, [x1, x2], x0));
H = double(subs(hess_f, [x1, x2], x0));
p = - H \ g; % 计算牛顿方向
x = x0 + p; % 计算新的迭代点
if norm(x - x0) < tol || iter >= max_iter % 判断是否满足精度要求或达到最大迭代次数
break;
end
x0 = x;
iter = iter + 1;
end
fprintf('最小值点为:(%f, %f)\n', x(1), x(2));
fprintf('最小值为:%f\n', double(subs(f, [x1, x2], x)));
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