使用无导数法计算无约束的多变量函数的最小值 |
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将选项设置为提供迭代输出，从而在求解器运行时提供有关优化的信息。此外，将绘图函数设置为在求解器运行时显示目标函数值。 options = optimset('Display','iter','PlotFcns',@optimplotfval);设置目标函数和起始点。 function f = objectivefcn1(x) f = 0; for k = -10:10 f = f + exp(-(x(1)-x(2))^2 - 2*x(1)^2)*cos(x(2))*sin(2*x(2)); end将 objectivefcn1 的代码作为文件包含在您的 MATLAB® 路径中。 x0 = [0.25,-0.25]; fun = @objectivefcn1;获取所有求解器输出。在求解器运行完毕后，使用这些输出检查结果。 [x,fval,exitflag,output] = fminsearch(fun,x0,options) Iteration Func-count f(x) Procedure 0 1 -6.70447 1 3 -6.89837 initial simplex 2 5 -7.34101 expand 3 7 -7.91894 expand 4 9 -9.07939 expand 5 11 -10.5047 expand 6 13 -12.4957 expand 7 15 -12.6957 reflect 8 17 -12.8052 contract outside 9 19 -12.8052 contract inside 10 21 -13.0189 expand 11 23 -13.0189 contract inside 12 25 -13.0374 reflect 13 27 -13.122 reflect 14 28 -13.122 reflect 15 29 -13.122 reflect 16 31 -13.122 contract outside 17 33 -13.1279 contract inside 18 35 -13.1279 contract inside 19 37 -13.1296 contract inside 20 39 -13.1301 contract inside 21 41 -13.1305 reflect 22 43 -13.1306 contract inside 23 45 -13.1309 contract inside 24 47 -13.1309 contract inside 25 49 -13.131 reflect 26 51 -13.131 contract inside 27 53 -13.131 contract inside 28 55 -13.131 contract inside 29 57 -13.131 contract outside 30 59 -13.131 contract inside 31 61 -13.131 contract inside 32 63 -13.131 contract inside 33 65 -13.131 contract outside 34 67 -13.131 contract inside 35 69 -13.131 contract inside Optimization terminated: the current x satisfies the termination criteria using OPTIONS.TolX of 1.000000e-04 and F(X) satisfies the convergence criteria using OPTIONS.TolFun of 1.000000e-04 x = -0.1696 -0.5086 fval = -13.1310 exitflag = 1 output = struct with fields: iterations: 35 funcCount: 69 algorithm: 'Nelder-Mead simplex direct search' message: 'Optimization terminated:...'exitflag 的值为 1，这意味着 fminsearch 很可能收敛于局部最小值。 output 结构体显示迭代数。迭代输出中和绘图中也显示此信息。output 结构体还显示函数求值的次数，迭代输出方式会显示该次数，但所选的绘图函数不显示该次数。 |
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