Powell算法程序，严格按照powell初始算法的步骤进行设计，起始共轭梯度为单位矩阵，线搜素利用求导

function [X, FxVal, Iters] = powell_opt(N, X, Eps_Fx, Eps_Step, MaxIter, myFx) %Function POWELL_OPT performs Powerl search optimization % Input % N - number of variables % X - row array of initial guesses % Eps_Fx - tolerance for function value % Eps_Step - tolerance for step values % MaxIter - maximum number of iterations % myFx - string name of the target functions % Output % X - row array of optimum coordinates % FxVal - value of the optimized function % Iters - number of iterations Iters = 0; f1 = feval(myFx, X); X1 = X; S = eye(N+1,N); bGoOn = true; while bGoOn S(N+1,:) = 0; % reset row N+1 for i= 1:N alpha = 0.1; alpha = linsearch(X, N, alpha, S, i, myFx); X = X + alpha * S(i,:); S(N+1,:) = S(N+1,:) + alpha * S(i,:); % for k=1:N % X(k) = X(k) + alpha * S(i,k); % S(N+1,k) = S(N+1,k) + alpha * S(i,k); % end end alpha = 0.1; alpha = linsearch(X, N, alpha, S, N+1, myFx); X = X + alpha * S(N+1,:); X2 = X; f2 = feval(myFx, X2); if abs(f2 - f1) < Eps_Fx break; end if norm(X2 - X1) < Eps_Step break end Iters = Iters + 1; if Iters >= MaxIter break end X1 = X2; for k=1:N for m=1:N S(k, m) = S(k+1,m); end end end FxVal = feval(myFx, X); end