% BFGS
function [x, output] = bfgs(fun, dfun, x0, varargin)
% Step 1: initialization
epsi = 1.0e-6;
k = 0;
funcN = 0;
rho = 0.01; l = 0.15; u = 0.85;
x = x0;
f = feval(fun, x, varargin{:});
funcN = funcN + 1;
n = length(x0);
H = eye(n);
% Step 2: check termination condition
g = feval(dfun, x, varargin{:});
while norm(g) > epsi & k <= 100
itercon = true;
d = -H*g;
% Step 3: line search
alpha_0 = 1.0;
gd = g'*d;
[alpha, funcNk, exitflag] = ...
lines(fun, rho, l, u, alpha_0, f, gd, x, d, varargin{:});
funcN = funcN + funcNk;
if exitflag == -1
itercon = false;
restart = true;
H = eye(n);
gold = g;
end
% Step 4: compute new point
if itercon
s = alpha * d;
x = x + s;
f = feval(fun, x,
最優化——擬牛頓方法matlab程序
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