38 lines
730 B
Matlab
38 lines
730 B
Matlab
function [a, b, k] = golden_section(fun, alpha, beta, lambda)
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%
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% Error checking
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if lambda <= 0
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error ('Convergence 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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% 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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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 fun(x_1) < fun(x_2)
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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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x_1 = a(k) + (1 - gamma)*(b(k) - a(k));
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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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x_2 = a(k) + gamma*(b(k) - a(k));
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end
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end
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