资源简介
基于Sigmund的经典99行代码,将其中的OC优化器改成MMA优化器,包含所需变量定义和函数调用
代码片段和文件信息
% This is the file mmasub.m
%
function [xmmaymmazmmalamxsietamuzetslowupp] = ...
mmasub(mniterxvalxminxmaxxold1xold2 ...
f0valdf0dxdf0dx2fvaldfdxdfdx2lowuppa0acd);
%
% written in January 1999 by
%
% Krister Svanberg (krille@math.kth.se)
% Optimization and Systems Theory KTH
% SE-10044 Stockholm Sweden.
%
% mmasub performs one MMA-iteration aimed at
% solving the nonlinear programming problem:
%
% Minimize f_0(x) + a_0*z + sum( c_i*y_i + 0.5*d_i*(y_i)^2 )
% subject to f_i(x) - a_i*z - y_i <= 0 i = 1...m
% xmax_j <= x_j <= xmin_j j = 1...n
% z >= 0 y_i >= 0 i = 1...m
%*** INPUT:
%
% m = The number of general constraints.
% n = The number of variables x_j.
% iter = Current iteration number ( =1 the first time mmasub is called).
% xval = Column vector with the current values of the variables x_j.
% xmin = Column vector with the lower bounds for the variables x_j.
% xmax = Column vector with the upper bounds for the variables x_j.
% xold1 = xval one iteration ago (provided that iter>1).
% xold2 = xval two iterations ago (provided that iter>2).
% f0val = The value of the objective function f_0 at xval.
% df0dx = Column vector with the derivatives of the objective function f_0
% with respect to the variables x_j calculated at xval.
% df0dx2 = Column vector with the non-mixed second derivatives of the
% objective function f_0 with respect to the variables x_j
% calculated at xval.
% fval = Column vector with the values of the constraint functions f_i
% calculated at xval.
% dfdx = (m x n)-matrix with the derivatives of the constraint functions
% f_i with respect to the variables x_j calculated at xval.
% dfdx(ij) = the derivative of f_i with respect to x_j.
% dfdx2 = (m x n)-matrix with the non-mixed second derivatives of the
% constraint functions f_i with respect to the variables x_j
% calculated at xval.
% dfdx2(ij) = the second derivative of f_i with respect to x_j.
% low = Column vector with the lower asymptotes from the previous
% iteration (provided that iter>1).
% upp = Column vector with the upper asymptotes from the previous
% iteration (provided that iter>1).
% a0 = The constants a_0 in the term a_0*z.
% a = Column vector with the constants a_i in the terms a_i*z.
% c = Column vector with the constants c_i in the terms c_i*y_i.
% d = Column vector with the constants d_i in the terms 0.5*d_i*(y_i)^2.
%
%*** OUTPUT:
%
% xmma = Column vector with the optimal values of the variables x_j
% in the current MMA subproblem.
% ymma = Column vector with the optimal values of the variables y_i
% in the current MMA subproblem.
% zmma = Scalar with the optimal value of the variable z
%
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
目录 0 2019-07-17 02:21 MMA_test\
文件 5646 2014-10-04 23:38 MMA_test\mmasub.m
文件 5487 2014-10-04 23:38 MMA_test\subsolv.m
文件 5685 2019-07-17 01:34 MMA_test\top.m
文件 30179 2019-07-17 02:21 MMA_test\unti
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