無約束優(yōu)化算法：單純形法(共5頁)

1、精選優(yōu)質(zhì)文檔-傾情為你奉上單純形法1. 算法原理單純形法的基本思想是： 設(shè)是中的個點，構(gòu)成一個當(dāng)前的單純形，定義如下：記為這個單純形除去外的所有頂點的形心，取關(guān)于的反射點，構(gòu)成新的單純形，反復(fù)上述過程，直到達到停止條件。2. 函數(shù)1） 函數(shù)語法函數(shù)輸入：目標(biāo)函數(shù)：迭代初始點：函數(shù)參數(shù)設(shè)置函數(shù)輸出：最優(yōu)點：最優(yōu)點對應(yīng)的函數(shù)值：函數(shù)停止信息1：函數(shù)收斂正常停止0：迭代次數(shù)，目標(biāo)函數(shù)計算次數(shù)達到最大數(shù)-1：算法被輸出函數(shù)停止：函數(shù)運算信息2） 函數(shù)使用（1） 目標(biāo)函數(shù)程序函數(shù)不需要導(dǎo)數(shù)信息。（2） 算法參數(shù)設(shè)置：（3） 函數(shù)調(diào)用運算：3） 計算結(jié)果Iteration Func-count min f

2、(x) Procedure 0 1 267.62 1 3 236.42 initial simplex 2 5 67.2672 expand 3 7 12.2776 expand 4 8 12.2776 reflect 5 10 12.2776 contract inside 6 12 6.76772 contract inside 7 13 6.76772 reflect 8 15 6.76772 contract inside 9 17 6.76772 contract outside 10 19 6.62983 contract inside 11 21 6.55249 contract

3、 inside 12 23 6.46084 contract inside 13 24 6.46084 reflect 14 26 6.46084 contract inside 15 28 6.45544 contract outside 16 30 6.42801 expand 17 32 6.40994 expand 18 34 6.32449 expand 19 36 6.28548 expand 20 38 6.00458 expand 21 39 6.00458 reflect 22 41 5.43287 expand 23 42 5.43287 reflect 24 44 4.6

4、3434 expand 25 45 4.63434 reflect 26 47 4.63434 contract inside 27 49 4.63434 contract outside 28 51 4.31027 expand 29 53 4.31027 contract inside 30 55 4.00991 expand 31 56 4.00991 reflect 32 58 3.55664 expand 33 59 3.55664 reflect 34 61 3.23438 reflect 35 63 3.23438 contract inside 36 65 2.9515 exp

5、and 37 67 2.82878 reflect 38 69 2.56426 reflect 39 71 2.54453 contract outside 40 73 2.43615 reflect 41 75 2.34358 reflect 42 77 2.28129 reflect 43 79 2.21473 reflect 44 81 2.08627 reflect 45 82 2.08627 reflect 46 84 1.86677 reflect 47 86 1.86677 contract inside 48 88 1.80424 reflect 49 90 1.58432 e

6、xpand 50 91 1.58432 reflect 51 93 1.27128 expand 52 94 1.27128 reflect 53 96 1.05673 reflect 54 98 1.05673 contract inside 55 100 0. expand 56 102 0. contract inside 57 104 0. contract inside 58 106 0. reflect 59 108 0. expand 60 110 0. contract inside 61 112 0. reflect 62 114 0. contract inside 63

7、115 0. reflect 64 117 0. expand 65 119 0. contract inside 66 120 0. reflect 67 122 0. reflect 68 124 0. contract inside 69 126 0. expand 70 128 0. reflect 71 130 0.22878 reflect 72 132 0.22878 contract inside 73 134 0. expand 74 136 0.148 expand 75 138 0. expand 76 140 0. contract inside 77 141 0. r

8、eflect 78 143 0. expand 79 145 0. contract inside 80 147 0. contract inside 81 148 0. reflect 82 150 0. contract inside 83 152 0. contract inside 84 154 0. reflect 85 156 0. expand 86 158 0. contract outside 87 160 0. reflect 88 161 0. reflect 89 163 0. reflect 90 165 0. contract inside 91 166 0. re

9、flect 92 168 0. contract inside 93 170 0. contract inside 94 172 0. contract inside 95 174 2.09236e-005 contract inside 96 176 2.09236e-005 contract inside 97 178 1.80497e-006 reflect 98 180 1.80497e-006 contract inside 99 182 1.80497e-006 contract inside 100 184 1.80497e-006 contract inside 101 185

10、 1.80497e-006 reflect 102 187 3.74217e-007 contract inside 103 189 3.74217e-007 contract inside 104 191 3.26526e-007 contract inside 105 193 8.07652e-008 contract inside 106 195 1.66554e-008 contract inside 107 197 1.66554e-008 contract inside 108 199 1.66554e-008 contract inside 109 201 5.57089e-00

11、9 contract outside 110 203 1.86825e-009 contract inside 111 205 1.86825e-009 contract outside 112 207 5.53435e-010 contract inside 113 208 5.53435e-010 reflect 114 210 4.06855e-010 contract inside Optimization terminated: the current x satisfies the termination criteria using OPTIONS.TolX of 1.e-004 and F(X) satisfies the convergence criteria using OPTIONS.TolFun of