P. 1
davidon fletcher powell

davidon fletcher powell

|Views: 214|Likes:
Published by kervys

More info:

Published by: kervys on Apr 11, 2011
Copyright:Attribution Non-commercial

Availability:

Read on Scribd mobile: iPhone, iPad and Android.
download as DOC, PDF, TXT or read online from Scribd
See more
See less

12/07/2012

pdf

text

original

Método de Davidon Fletcher Powell

Minimizar en el punto con
sea
Calculamos
Calculamos
Iteración 1
X
1
= X
0
+ σ
0

σ
0
= β
0
S
0

S0 = - D0 F(X ∇
0
)
S0=-
Buscamos
1
(6)

Calculamos
Calculamos

Criterio de Parada.
2

Verificamos Gradiente.
≠ 0
Iteración 2
X
2
= X
1
+ σ
1

σ
1
= β
1
S
1

S1 = - D1 F(X ∇
1
)
A
0
= σ
0
. σ
0
t
/ σ
0
t
. ∆
0
D
1
= D
0
+ A
0
+ B
0
σ
0
= β
0
S
0
= 0.1944



3
._
._
-
-
0.0555 -0.0277 0.0833
A
0
= -0.0277 0.0138 -0.0416
0.0833 -0.0416 0.1249
Buscamos

Luego D
1
será
4
Luego.
Buscamos
5
Calculamos
Calculamos

Criterio de Parada.

!l m"nimo se encuentra en X
#
=(0$10%&' 0'#1()' -0$0#*#)
t
con F(X
#
) = 0$0+##
con un error ,e 0$-
6

(6) Calculamos Calculamos Criterio de Parada. 2 .

You're Reading a Free Preview

Download
scribd
/*********** DO NOT ALTER ANYTHING BELOW THIS LINE ! ************/ var s_code=s.t();if(s_code)document.write(s_code)//-->