Christos Choutouridis
d42725109a
- Add output parameter to methods for objective function calls - Adjust the code to reduce objective function calls to some methods
65 lines
1.8 KiB
Matlab
65 lines
1.8 KiB
Matlab
function [a, b, k, n] = min_golden_section(fun_expression, alpha, beta, epsilon, lambda)
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% Golden section method for finding the local minimum of a function.
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%
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% fun_expr: (symbolic expression over x) The symbolic expression of the
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% objective function
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% alpha: (number) The starting point of the interval in which we seek
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% for minimum
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% beta: (number) The ending point of the interval in which we seek
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% for minimum
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% epsilon: (number) The epsilon value
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% **note:**
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% epsilon in not used in this method, but it is part of the
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% method calling interface.
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% lambda: (number) The lambda value (accuracy)
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%
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% return:
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% a: (vector) Starting points of the interval for each iteration
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% b: (vector) Ending points of the interval for each iteration
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% k: (number) The number of iterations
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% n: (number) The calls of objective function fun_expr
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%
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% Error checking
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if alpha > beta || lambda <= 0
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error ('Input criteria not met')
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end
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% Init variables
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gamma = 0.618;
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a = alpha;
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b = beta;
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fun = matlabFunction(fun_expression);
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% calculate x1, x2 of the first iteration, since the following iteration
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% will not require to calculate both
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k=1;
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x_1 = a(k) + (1 - gamma)*(b(k) - a(k));
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x_2 = a(k) + gamma*(b(k) - a(k));
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f1 = fun(x_1);
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f2 = fun(x_2);
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while b(k) - a(k) > lambda
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% set new search interval
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k = k + 1;
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if f1 < f2
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a(k) = a(k-1);
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b(k) = x_2;
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x_2 = x_1;
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f2 = f1;
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x_1 = a(k) + (1 - gamma)*(b(k) - a(k));
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f1 = fun(x_1);
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else
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a(k) = x_1;
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b(k) = b(k-1);
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x_1 = x_2;
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f1 = f2;
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x_2 = a(k) + gamma*(b(k) - a(k));
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f2 = fun(x_2);
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end
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end
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% Set objective function calls
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n = k+1;
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