最速梯度法和牛顿法的步长的算法

文宇肃然

于 2015-02-02 13:32:27 发布

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分类专栏： MATLAB深入理解高级教程（附源码）

本文链接：https://blog.youkuaiyun.com/wenyusuran/article/details/43407251

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该程序实现了Fletcher描述的不精确线搜索算法，适用于目标函数的最小化。算法涉及牛顿法和梯度下降法的步长计算，并提供多个示例，包括Himmelblau函数的应用。

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%  Program: inex_lsearch.m
%  Title: Inexact Line Search
%  Description: Implements Fletcher's inexact line search described in
%  Algorithm 4.6.
%  Theory: See Practical Optimization Sec. 4.8
%  Input:
%    x:  initial point
%    s:  search direction
%    F:  objective function to be minimized along the direction of s 
%    G:  gradient of objective function F
%   p1:  internal parameters that are required for the implementation of
%        the line search regardless of the application at hand.
%        It is a string (e.g. 'rho = 0.1') and can be a combination several
%        internal parameters (e.g., 'rho = 0.25; sigma=0.5').
%        Useful p1's include:                            default value
%        'rho=

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