SUMT.rar

function opt=SUMT() % % SUMT算法求最小值 % global x s k H M c ; x=[1,1]'; H=eye(2); eps=0; g=dfun(x); p=pfun(x); k=0; M=10; c=1.5; while (p>eps) while 1 %DFP求解无约束极值问题 s=-1*H*g; t_min=fminbnd(@f_search,0,100); temp_x=x; x=x+t_min*s; temp_g=g; g=dfun(x); p=pfun(x); if norm(g)<eps opt=x; break; end h=x-temp_x; y=g-temp_g; H=H-(1/(y'*H*y))*(H*y*y'*H)+(1/(y'*h))*(h*h'); k=k+1; % DFP求解无约束极值问题 end M=c*M; end disp(fun(x))