Script too Long to Run
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I've just finish creating the script on one of the Optimisation Method. The problem that I currently have is the script took around 20 minutes
I've also preallocate changing vectors, but that hasn't made any difference. Not sure what I can do to resolve this?
clear
clc
format long
syms X1 X2 X3 X4 real;
%Preallocating changing vectors
x1=zeros(10000,1);
x2=zeros(10000,1);
x3=zeros(10000,1);
x4=zeros(10000,1);
error=zeros(10000,1);
A=[1 0 -1 3; 0 2 1 0; -1 1 6 -1; 3 0 -1 10];
b=[0; -2; -1; -1];
X=[X1; X2; X3; X4];
f=@(X1, X2, X3, X4) (1/2)*X'*A*X + b'*X;
x1(1)=0; x2(1)=1; x3(1)=0; x4(1)=0;
g=A*X+b;
alpha=0.1;
tol=10^(-6)
k=1;
gl = subs(g, [X1, X2, X3, X4], [x1(k), x2(k), x3(k), x4(k)]);
while norm(gl)>tol
gl = subs(g, [X1, X2, X3, X4], [x1(k), x2(k), x3(k), x4(k)]);
alpha=gl'*gl./(gl'*A*gl);
x1(k+1)=x1(k)-alpha*gl(1);
x2(k+1)=x2(k)-alpha*gl(2);
x3(k+1)=x3(k)-alpha*gl(3);
x4(k+1)=x4(k)-alpha*gl(4);
error(k)=norm(gl);
k=k+1;
end
2 个评论
Stephen23
2022-3-27
"Not sure what I can do to resolve this?"
Don't use the symbolic toolbox. Numeric operations are much faster.
Charles Thomas
2022-3-27
采纳的回答
Sulaymon Eshkabilov
2022-3-28
Here is a little simplified version of your code:
clc
format long
n=1e4;
x1=zeros(n,1);
x2=x1;
x3=x1;
x4=x1;
error=x1;
A=[1 0 -1 3; 0 2 1 0; -1 1 6 -1; 3 0 -1 10];
b=[0; -2; -1; -1];
x1(1)=0; x2(1)=1; x3(1)=0; x4(1)=0;
g=@(y1,y2, y3, y4)(A*([y1; y2; y3; y4])+b);
alpha=0.1;
tol=1e-6;
k=1;
gl =g(x1(k), x2(k), x3(k), x4(k));
while norm(gl)>tol
gl = g(x1(k), x2(k), x3(k), x4(k));
alpha=gl'*gl./(gl'*A*gl);
x1(k+1)=x1(k)-alpha*gl(1);
x2(k+1)=x2(k)-alpha*gl(2);
x3(k+1)=x3(k)-alpha*gl(3);
x4(k+1)=x4(k)-alpha*gl(4);
error(k)=norm(gl);
k=k+1;
end
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