Steepest descent with exact line search method
141 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
Noob here . I have been trying to implement steepest descent algorithm on matlab and I first solved it using constant step size. But now I have been trying to implement exact line search method to find the step size which I can't seem to solve . Here's the code I'm working with:
syms x1 x2
syms alpha %stepsize
n=input("Enter the roll number:");
f1=(x1-n)^2 + (x2-2*n)^2;
fx=inline(f1);
fobj=@(x)fx(x(:,1),x(:,2));
%Gradient
grad=gradient(f1);
G=inline(grad);
gradx=@(x) G(x(:,1),x(:,2));
%Initial Parameters
x0=[1 1];
k=0;
X=[];
while norm(gradx(x0))>0.001
X=[X;x0];
gradnew=-gradx(x0);
a=func(x0,alpha,gradnew,n);
X_new=x0 + a*gradnew.';
x0=X_new;
k=k+1;
end
fprintf("Optimal solution x=%f,%f\n",x0);
fprintf("Optimal value f(x)= %d \n",fobj(x0));
function y = func(x,b,d,n)
f=@(a)(x+b.*d' -n).^2 + (x+b.*d'-2.*n).^2;
res=fminunc(inline(f),[1,1])
y=res.b
1 comentario
Respuestas (1)
Matt J
el 15 de Sept. de 2021
Editada: Matt J
el 15 de Sept. de 2021
n=input("Enter the roll number:");
fobj=@(x) (x(1)-n)^2 + (x(2)-2*n)^2;
gradobj=@(x)2*[(x(1)-n), (x(2)-2*n)];
x0=[1 1];
k=0;
X=[];
while norm(gradobj(x0))>0.001
X=[X;x0];
linedir=-gradobj(x0);
fline=@(a) fobj(x0+a*linedir);
a=fminsearch(fline,0);
x0=x0 + a*linedir;
k=k+1
end
fprintf("Optimal solution x=%f,%f\n",x0);
fprintf("Optimal value f(x)= %d \n",fobj(x0));
3 comentarios
Matt J
el 16 de Feb. de 2022
Editada: Matt J
el 16 de Feb. de 2022
There are no equations in the problem addressed here. This is a cost function minimization problem.
If you have a cost function (and its gradient) that measures agreeement with your equations, it should work just the same.
However, it would be advisable to use fsolve() if you can, rather than implement your own solver.
Nasser Issa
el 17 de Feb. de 2024
Bonjour comment allez-vous je suis nouveau mais je cherche une implémentation sur MATLAB ou en python pour optimisation méthode steepest Descent associé à la méthode dichotomie
J'attends votre réponse sur mon adresse mail nasserissahamidou@gmail.com
Ver también
Categorías
Más información sobre Symbolic Math Toolbox en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!