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分享工作论文上传方法: 冰霜雪莎 2015-7-9 04:31; https://hq.ssrn.com/login/pubSignInJoin.cfm? 先注册个号，填好信息。登陆以后左边选my papers然后点start submission按钮然后填表就好了常见问题： http://www.ssrn.com/en/index.cfm/ssrn-faq/; 0 个评论

分享 C++：变尺度法DFP求函数的最小值: accumulation 2015-4-24 16:53; #include "iostream.h" #include "math.h" #include "stdlib.h" double fun(double *x); double fcon(double *x); double funs(double *x,double M); void Grad(double (*pf)(double *x,double M),double m,int n,double *point,double *grad); double Search(double (*pf)(double *x,double M),double m,int n,double *start,double *direction); double DFP(double (*pf)(double *x,double M),double m,int n,double *min_point); double DFP(double (*pf)(double *x,double M),double m,int n,double *min_point) { int i,j,k; double e=1E-5,g_norm; double *g0=new double ; double *g1=new double ; double *dg=new double ; double *p=new double ; double t; double *x0=new double ; double *x1=new double ; double *dx=new double ; double **H=new double* ; for(i=0; in; i++) H = new double ; double **tempH=new double* ; for (i=0; in; i++) tempH = new double ; double *gH=new double ; double *Hg=new double ; double num1; double num2; for(i=0;in;i++) for(j=0;jn;j++) { if(i==j) H =1.0; else H =0.0; tempH =0.0; } for(i=0;in;i++) x0 =min_point ; Grad(pf,m,n,x0,g0); g_norm=0.0; for(i=0;in;i++) g_norm=g_norm+g0 *g0 ; g_norm=sqrt(g_norm); if(g_norme) { for(i=0;in;i++) min_point =x0 ; delete g1; delete p; delete x1; delete H ; delete tempH ; delete gH; delete =-g0 ; k=0; do { t=Search(pf,m,n,x0,p); for(i=0;in;i++) x1 =x0 +t*p ; Grad(pf,m,n,x1,g1); g_norm=0.0; for(i=0;in;i++) g_norm=g_norm+g1 *g1 ; g_norm=sqrt(g_norm); for(i=0;in;i++) { dx =x1 -x0 ; dg =g1 -g0 ; } for(i=0;in;i++) { gH =0.0; Hg =0.0; } for(i=0;in;i++) { for(j=0;jn;j++) { gH =gH +dg *H ; Hg =gH ; } } num1=0.0; num2=0.0; for(i=0;in;i++) { num1=num1+dx *dg ; num2=num2+gH *dg ; } for(i=0;in;i++) for(j=0;jn;j++) tempH =0.0; for(i=0;in;i++) { for(j=0;jn;j++) { tempH =tempH +H ; tempH =tempH +dx *dx /num1; tempH =tempH -Hg *gH /num2; } } for(i=0;in;i++) { for(j=0;jn;j++) { H =tempH ; } } for(i=0;in;i++) p =0.0; for(i=0;in;i++) { for(j=0;jn;j++) { p =p -H *g1 ; } } for(i=0;in;i++) { g0 =g1 ; x0 =x1 ; } k=k+1; }while(g_norme); for(i=0;in;i++) min_point =x1 ; delete g1; delete p; delete x1; delete H ; delete tempH ; delete gH; delete ; temp_point=new double ; Grad(pf,m,n,start,grad); diver_a=0; for(i=0;in;i++) diver_a=diver_a+grad *direction ; do { b=a+step; for(i=0;in;i++) temp_point =start +b*direction ; Grad(pf,m,n,temp_point,grad); diver_b=0; for(i=0;in;i++) diver_b=diver_b+grad *direction ; if( fabs(diver_b)1E-10 ) { delete temp_point; return b; } if( diver_b-1E-15 ) { a=b; diver_a=diver_b; step=2*step; } }while(diver_b=1E-15 ); for(i=0;in;i++) temp_point =start +a*direction ; value_a=pf(temp_point,m); for(i=0;in;i++) temp_point =start +b*direction ; value_b=pf(temp_point,m); do { s=3*(value_b-value_a)/(b-a); z=s-diver_a-diver_b; w=sqrt( fabs(z*z-diver_a*diver_b) ); t=a+(w-z-diver_a)*(b-a)/(diver_b-diver_a+2*w); value_b=pf(temp_point,m); for(i=0;in;i++) temp_point =start +t*direction ; value_t=pf(temp_point,m); Grad(pf,m,n,temp_point,grad); diver_t=0; for(i=1;i=n;i++) diver_t=diver_t+grad *direction ; if(diver_t1E-6) { b=t; value_b=value_t; diver_b=diver_t; } else if(diver_t-1E-6) { a=t; value_a=value_t; diver_a=diver_t; } else break; }while( (fabs(diver_t)=1E-6) (fabs(b-a)1E-6) ); delete temp_point; return t; } void Grad(double (*pf)(double *x,double M),double m,int n,double *point,double *grad) { double h=1E-3; int i; double *temp; temp = new double ; for(i=0;in;i++) { temp =point ; } for(i=0;in;i++) { temp +=0.5*h; grad =4*pf(temp,m)/(3*h); temp -=h; grad -=4*pf(temp,m)/(3*h); temp +=(3*h/2); grad -=(pf(temp,m)/(6*h)); temp -=(2*h); grad +=(pf(temp,m)/(6*h)); temp =point ; } delete ; double *x1=new double ; double e=1E-3,t; double M0,c; M0=1; c=2.5; for(i=0;in;i++) x0 =min_point ; k=0; do{ DFP(funs,M0,n,x0); for(i=0;in;i++) x1 =x0 ; t=fabs(fcon(x1)); if(te) { for(i=0;in;i++) min_point =x1 ; delete x1; return pf(min_point); } M0=c*M0; }while(k10); for(i=0;in;i++) min_point =x1 ; delete x1; return pf(min_point); } double fun(double *x) { //return -(0.5428-log(x )-((log(x )-5.9123)*(log(x )-5.9123))/0.0469-((x -127.2)*(x -127.2))/158.5624-0.1068*x -exp(-0.1068*(x -46.1355))); double a1=345,a2=181.52,b1=42.435,b2=10.70968; return log(2.51*b1*x )+0.5*((log(x )-a1)*(log(x )-a1))/(b1*b1)+log(2.51*b2)+0.5*((x -a2)*(x -a2)/(b2*b2)); } double fcon(double *x) { //return x -x -x ; return x -x ; } double funs(double *x,double M) { return fun(x)+M*fcon(x)*fcon(x); } void main() { int n=3; //double min_point ={201.15,201.15}; double mi ={5.836,181.52}; double min_value=Dev(fun,n,min_point); cout"本程序功能：使用变尺度法（DFP）求函数的最小值。"endl; cout"最小值点为:"endl; //cout"("min_point ","min_point ","min_point ")"endl; cout"("min_point ","min_point ")"endl; cout"最小值为:"endl; coutmin_valueendl; system("pause"); }; 个人分类: 裂变模型|0 个评论

分享 A new start: w936528 2014-9-20 02:46; I still remember the first time I stepped on the land of America. I told myself it is a new start. I did it but I fail to believe it. Gradually, I realize it is not my fault but the nature of the world.; 8 次阅读|0 个评论