阻尼Newton法求解无约束最优化函数python代码
时间: 2023-07-23 19:06:23 浏览: 109
以下是阻尼Newton法求解无约束最优化函数的Python代码:
```python
import numpy as np
def backtracking_line_search(f, grad_f, x, d, alpha=0.5, beta=0.5):
t = 1
while f(x + t * d) > f(x) + alpha * t * np.dot(grad_f(x).T, d):
t *= beta
return t
def damp_newton(f, grad_f, hess_f, x0, tol=1e-6, max_iter=1000):
x = x0
for i in range(max_iter):
grad = grad_f(x)
hess = hess_f(x)
d = np.linalg.solve(hess, -grad)
t = backtracking_line_search(f, grad_f, x, d)
x_new = x + t * d
if np.linalg.norm(x_new - x) < tol:
break
x = x_new
return x
```
其中,`f`是目标函数,`grad_f`是目标函数的梯度,`hess_f`是目标函数的Hessian矩阵,`x0`是初始点,`tol`是收敛精度,`max_iter`是最大迭代次数。`backtracking_line_search`是回溯线性搜索的函数,用于确定步长`t`。`damp_newton`是阻尼Newton法的主函数,用于求解最优解`x`。
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