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python中的黄金分割法

python 水墨上仙 2141次浏览 已收录 手机上查看

python中的黄金分割法

''' a,b = bracket(f,xStart,h)
    Finds the brackets (a,b) of a minimum point of the
    user-supplied scalar function f(x).
    The search starts downhill from xStart with a step
    length h.
 
    x,fMin = search(f,a,b,tol=1.0e-6)
    Golden section method for determining x that minimizes
    the user-supplied scalar function f(x).
    The minimum must be bracketed in (a,b).
'''       
from math import log, ceil
 
def bracket(f,x1,h):
    c = 1.618033989 
    f1 = f(x1)
    x2 = x1 + h; f2 = f(x2)
  # Determine downhill direction and change sign of h if needed
    if f2 > f1:
        h = -h
        x2 = x1 + h; f2 = f(x2)
      # Check if minimum between x1 - h and x1 + h
        if f2 > f1: return x2,x1 - h 
  # Search loop
    for i in range (100):    
        h = c*h
        x3 = x2 + h; f3 = f(x3)
        if f3 > f2: return x1,x3
        x1 = x2; x2 = x3
        f1 = f2; f2 = f3
    print "Bracket did not find a mimimum"        
 
def search(f,a,b,tol=1.0e-9):
    nIter = int(ceil(-2.078087*log(tol/abs(b-a)))) # Eq. (10.4)
    R = 0.618033989
    C = 1.0 - R
  # First telescoping
    x1 = R*a + C*b; x2 = C*a + R*b
    f1 = f(x1); f2 = f(x2)
  # Main loop
    for i in range(nIter):
        if f1 > f2:
            a = x1
            x1 = x2; f1 = f2
            x2 = C*a + R*b; f2 = f(x2)
        else:
            b = x2
            x2 = x1; f2 = f1
            x1 = R*a + C*b; f1 = f(x1)
    if f1 < f2: return x1,f1
    else: return x2,f2


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