How to code adaptive Wolfe Powell Code....?

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Bishwesvar Pratap Singh 2022-3-10

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1668209-how-to-code-adaptive-wolfe-powell-code

评论： Walter Roberson 2022-3-10

function [alpha, k] = calc_alpha(fun,fun_grad, xk, dk, rho, sigma)
Alpha=[];
alpha_low = 0;
alpha_high = 10;
alpha = 1;
k = 0;
stop = 0;
while stop == 0
    k=k+ 1;
    if fun(xk + alpha * dk) <= fun(xk) + rho * alpha *fun_grad(xk)'* dk && (fun_grad(xk + alpha * dk))'* dk >= (sigma*fun_grad(xk))'* dk
        stop = 1;
    else
        if fun(xk + alpha * dk) > fun(xk) + rho * alpha *abs(fun_grad(xk))'* dk
            alpha_high = alpha;
            alpha = (alpha_high+alpha_low) / 2;                
        elseif (fun_grad(xk + alpha * dk))'* dk < (sigma*fun_grad(xk))'* dk 
            alpha_low = alpha;
            if alpha_high > 10
                alpha = 2 * alpha_low;
            else
                alpha = (alpha_high + alpha_low) / 2;
            end                
        end           
    end
    Alpha =[Alpha, alpha];
end