Matlab線性 非線性規劃優化演算法（5）

值得單獨一說的是fminunc, fminseach, fminbnd的區別：

fminunc只能用於求解連續函式，對於變數沒有限制

fminbnd只能用於求解單變數函式，

fminsearch只能用於求解多變數函式，

%

%clc
clear all
fun = @(x)
-abs(1
/x);
x0 =1;
x1=-3;
x2 =
3;

[x,fval,exitflag,output]

=fminbnd
(fun,x1,x2)
[x,fval,exitflag,output]
=fminsearch
(fun,x0)
[x,fval,exitflag,output]
=fminunc
(fun,x0)

x =

8.8818e-16
fval =
-1.1259e+15
exitflag =
1output =
struct with fields:
iterations:
17 funccount:
18 algorithm:
'golden section search, parabolic interpolation'
message:
'optimization terminated:↵ the current x satisfies the termination criteria using options.tolx of 1.000000e-04 ↵'
exiting: maximum number of function evaluations has been exceeded
- increase maxfunevals option.
current function value:
-1267650600228229401496703205376.000000 
x =7.8886e-31
fval =
-1.2677e+30
exitflag =
0output =
struct with fields:
iterations:
100 funccount:
200 algorithm:
'nelder-mead ******x direct search'
message:
'exiting: maximum number of function evaluations has been exceeded↵ - increase maxfunevals option.↵ current function value: -1267650600228229401496703205376.000000 ↵'
solver stopped prematurely.
fminunc stopped because it exceeded the function evaluation limit,
options.maxfunctionevaluations =
1.000000e+02
.x =
2.2204e-16
fval =
-4.5036e+15
exitflag =
0output =
struct with fields:
iterations:
1 funccount:
101 stepsize:
1.0000
lssteplength:
1.0000
firstorderopt:
3.0223e+23
algorithm:
'quasi-newton'
message:
'↵solver stopped prematurely.↵↵fminunc stopped because it exceeded the function evaluation limit,↵options.maxfunctionevaluations = 1.000000e+02.↵↵'

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