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  • Algoritmul Fletcher-Reeves

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    Alexandru Ionut
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    The Fletcher-Reeves algorithm (conjugate gradients) is summarized in 3 sentences: The algorithm iteratively finds the minimum of a function f1 using conjugate gradient steps to update the search direction p, starting from an initial point x0, over a maximum of 1000 iterations. It calculates the gradient of f1 to determine the search direction at each step, and uses a line search to find the optimal step size. The search direction is updated using the Fletcher-Reeves formula to be conjugate to the previous directions.

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    Algoritmul Fletcher-Reeves.txt

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    The Fletcher-Reeves algorithm (conjugate gradients) is summarized in 3 sentences: The algorithm iteratively finds the minimum of a function f1 using conjugate gradient steps to update the search direction p, starting from an initial point x0, over a maximum of 1000 iterations. It calculates the gradient of f1 to determine the search direction at each step, and uses a line search to find the optimal step size. The search direction is updated using the Fletcher-Reeves formula to be conjugate to the previous directions.

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    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
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    25 views1 page

    Algoritmul Fletcher-Reeves

    Uploaded by

    Alexandru Ionut
    The Fletcher-Reeves algorithm (conjugate gradients) is summarized in 3 sentences: The algorithm iteratively finds the minimum of a function f1 using conjugate gradient steps to update the search direction p, starting from an initial point x0, over a maximum of 1000 iterations. It calculates the gradient of f1 to determine the search direction at each step, and uses a line search to find the optimal step size. The search direction is updated using the Fletcher-Reeves formula to be conjugate to the previous directions.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
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    Algoritmul Fletcher-Reeves (gradienti conjugati)

    fletreev.m
    function [x,nr_it]=fletreev(x0)
    i=1; x(i,:)=x0; n=length(x0);itermax=1000;
    h=0.0001;
    for k=1:n
    v=zeros(1,n);v(k)=1;
    grad(i,k)=(f1(x0+h/2*v)-f1(x0-h/2*v))/h;
    end;
    p(i,:)=-grad(i,:);
    stop=0;
    while (~stop)&(i<=itermax),
    alfa=0:0.01:10;
    y_min=f1(x(i,:));
    stop=1;
    for j=1:length(alfa)
    y=f1(x(i,:)+alfa(j)*p(i));
    if y<y_min
    y_min=y;
    x(i+1,:)=x(i,:)+alfa(j)*p(i);
    stop=0;
    end;
    end;
    if (~stop)
    for k=1:n
    v=zeros(1,n);v(k)=1;
    grad(i+1,k)=(f1(x(i+1,:)+h/2*v)-f1(x(i+1,:)-h/2*v))/h;
    end;
    p(i+1,:)=-grad(i+1,:)+norm(grad(i+1,:))^2/norm(grad(i,:))^2*p(i,:);
    end;
    i=i+1;
    end;
    [nr_it n]=size(x);
    minim=x(nr_it,:);
    Apel: [min,nr_it]=fletreev(1)

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