拟牛顿法（变尺度法）DFP算法的cc++源码

#include "iostream.h"
#include "math.h"

void comput_grad(double (*pf)(double *x),  int n,  double *point,  double *grad);                        //计算梯度
double line_search1(double (*pf)(double *x),  int n,  double *start,  double *direction);        //0.618法线搜索
double line_search(double (*pf)(double *x),   int n,  double *start,  double *direction);        //解析法线搜索
double DFP(double (*pf)(double *x),   int n,   double *min_point);                //无约束变尺度法



//梯度计算模块
//参数：指向目标函数的指针，变量个数，求梯度的点，结果
void comput_grad(double (*pf)(double *x),
                                  int n,
                                  double *point,
                                  double *grad)
{
        double h=1E-3;
        int i;
        double *temp;
        temp = new double[n];
        for(i=1;i<=n;i++)
        {
                temp[i-1]=point[i-1];
        }
        for(i=1;i<=n;i++)
        {
                temp[i-1]+=0.5*h;
                grad[i-1]=4*pf(temp)/(3*h);
                temp[i-1]-=h;

                grad[i-1]-=4*pf(temp)/(3*h);
                temp[i-1]+=(3*h/2);
                grad[i-1]-=(pf(temp)/(6*h));
                temp[i-1]-=(2*h);
                grad[i-1]+=(pf(temp)/(6*h));
                temp[i-1]=point[i-1];
        }
        delete[] temp;
}

//一维搜索模块
//参数：指向目标函数的指针，变量个数，出发点，搜索方向
//返回：最优步长
double line_search(
                                   double (*pf)(double *x),
                                   int n,
                                   double *start,
                                   double *direction)
{
        int i;
        double step=0.001;
        double a=0,value_a,diver_a;
        double b,value_b,diver_b;
        double t,value_t,diver_t;
        double s,z,w;
        double *grad,*temp_point;

        grad=new double[n];
        temp_point=new double[n];
        comput_grad(pf,n,start,grad);