A version of Work 3 without some small parts

This commit is contained in:
2024-12-02 23:52:26 +02:00
parent d5c8ed5e68
commit ed9807b1ca
21 changed files with 136 additions and 54 deletions
-33
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@@ -1,33 +0,0 @@
% Given environment
clear;
% Setup the function under test
syms x [2 1] real;
fexpr = (1/3)*x(1)^2 +3*x(2)^2;
title_fun = "$f(x) = frac{1}{3}{x_1}^2 + 3{x_2}^2$";
% Calculate the gradient and Hessian
grad_fexpr = gradient(fexpr, x); % Gradient of f
hessian_fexpr = hessian(fexpr, x); % Hessian of f
% Convert symbolic expressions to MATLAB functions
fun = matlabFunction(fexpr, 'Vars', {x}); % Function
grad_fun = matlabFunction(grad_fexpr, 'Vars', {x}); % Gradient
hessian_fun = matlabFunction(hessian_fexpr, 'Vars', {x}); % Hessian
% Minimum reference
%Freference = @(x) x(1).^5 .* exp(-x(1).^2 - x(2).^2);
%[Xmin, Fmin] = fminsearch(Freference, [-1, -1]);
% Amijo globals
global amijo_beta; % Step reduction factor in [0.1, 0.5] (typical range: [0.1, 0.8])
global amijo_sigma; % Sufficient decrease constant in [1e-5, 0.1] (typical range: [0.01, 0.3])
%fixed step size globals
global gamma_fixed_step
global image_width,
global image_height;
image_width = 960;
image_height = 640;
+15 -4
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@@ -3,7 +3,7 @@ GivenEnv
% Define parameters
max_iter = 1000; % Maximum iterations
tol = 1e-4; % Tolerance
tol = 0.001; % Tolerance
% Point x0 = (1, 1)
% =========================================================================
@@ -15,15 +15,26 @@ gf = grad_fun(x0);
hf = hessian_fun(x0);
fprintf('Initial point (%d, %d), f = %f, grad = [%f;%f], hessian = [%f %f ; %f %f]=> Method applicable\n', x0, f, gf, hf);
for g=[0.1, 0.3, 0.5, 3, 5]
k = zeros(100, 1);
j = 1;
n = linspace(0.1, 1.5, 100);
for g = n
gamma_fixed_step = g;
[~, ~, k(j)] = method_SteepDesc(fun, grad_fun, x0, tol, max_iter, 'fixed');
j = j + 1;
end
plotItersOverGamma(n, k, "Iteration for different $\gamma$ values", "figures/StDes_Iter_o_gamma_" + point + ".png");
for g=[0.1, 0.3, 3, 5]
gamma_fixed_step = g;
[x_fixed, f_fixed, kk] = method_SteepDesc(fun, grad_fun, x0, tol, max_iter, 'fixed');
fprintf('Fixed step g=%f: Initial point (%f, %f), steps:%d, Final (x1,x2)=(%f, %f), f(x1,x2)=%f\n', g, x0, kk, x_fixed(:, end), f_fixed(end));
if g <= 1
plotPointsOverContour(x_fixed, fun, XSetLimmits(1, :), XSetLimmits(2, :), 100, point_str + ": Steepest descent $\gamma$ = " + gamma_fixed_step, "");
plotPointsOverContour(x_fixed, fun, XSetLimmits(1, :), XSetLimmits(2, :), 100, point_str + ": Steepest descent $\gamma$ = " + gamma_fixed_step, "figures/StDes_gamma_" + g + ".png");
else
plotPointsOverContour(x_fixed, fun, [-500, 500], [-500, 500], 100, point_str + ": Steepest descent $\gamma$ = " + gamma_fixed_step, "");
plotPointsOverContour(x_fixed, fun, [-500, 500], [-500, 500], 100, point_str + ": Steepest descent $\gamma$ = " + gamma_fixed_step, "figures/StDes_gamma_" + g + ".png");
end
end
+1 -1
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@@ -23,7 +23,7 @@ fprintf('Initial point (%d, %d), f = %f, grad = [%f;%f], hessian = [%f %f ; %f %
gamma_fixed_step = gamma;
[x_fixed, f_fixed, kk] = method_SteepDesc_Proj(fun, grad_fun, x0, sk_step, XSetLimmits, tol, max_iter, 'fixed');
fprintf('Fixed step g=%f: Initial point (%f, %f), steps:%d, Final (x1,x2)=(%f, %f), f(x1,x2)=%f\n', gamma_fixed_step, x0, kk, x_fixed(:, end), f_fixed(end));
plotPointsOverContour(x_fixed, fun, XSetLimmits(1, :), XSetLimmits(2, :), 100, point_str + ": Steepest descent $\gamma$ = " + gamma_fixed_step, "");
plotPointsOverContour(x_fixed, fun, XSetLimmits(1, :), XSetLimmits(2, :), 100, point_str + ": Steepest descent proj $s_k$ = " + sk_step + ", $\gamma$ = " + gamma_fixed_step, "figures/StDesProj_sk_" + sk_step + "_gamma_" + gamma + ".png");
%[x_minimized, f_minimized, kk] = method_SteepDesc_Proj(fun, grad_fun, x0, sk_step, XSetLimmits, tol, max_iter, 'minimized');
%fprintf('Minimized f: Initial point (%f, %f), steps:%d, Final (x1,x2)=(%f, %f), f(x1,x2)=%f\n', x0, kk, x_fixed(:, end), f_fixed(end));
+2 -2
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@@ -8,7 +8,7 @@ max_iter = 1000; % Maximum iterations
% =========================================================================
x0 = [-5, 10]';
gamma = 0.1;
sk_step = 55;
sk_step = 15;
tol = 0.01; % Tolerance
@@ -23,5 +23,5 @@ fprintf('Initial point (%d, %d), f = %f, grad = [%f;%f], hessian = [%f %f ; %f %
gamma_fixed_step = gamma;
[x_fixed, f_fixed, kk] = method_SteepDesc_Proj(fun, grad_fun, x0, sk_step, XSetLimmits, tol, max_iter, 'fixed');
fprintf('Fixed step g=%f: Initial point (%f, %f), steps:%d, Final (x1,x2)=(%f, %f), f(x1,x2)=%f\n', gamma_fixed_step, x0, kk, x_fixed(:, end), f_fixed(end));
plotPointsOverContour(x_fixed, fun, XSetLimmits(1, :), XSetLimmits(2, :), 100, point_str + ": Steepest descent $\gamma$ = " + gamma_fixed_step, "");
plotPointsOverContour(x_fixed, fun, XSetLimmits(1, :), XSetLimmits(2, :), 100, point_str + ": Steepest descent proj $s_k$ = " + sk_step + ", $\gamma$ = " + gamma_fixed_step, "figures/StDesProj_sk_" + sk_step + "_gamma_" + gamma + ".png");
+1 -1
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@@ -23,5 +23,5 @@ fprintf('Initial point (%d, %d), f = %f, grad = [%f;%f], hessian = [%f %f ; %f %
gamma_fixed_step = gamma;
[x_fixed, f_fixed, kk] = method_SteepDesc_Proj(fun, grad_fun, x0, sk_step, XSetLimmits, tol, max_iter, 'fixed');
fprintf('Fixed step g=%f: Initial point (%f, %f), steps:%d, Final (x1,x2)=(%f, %f), f(x1,x2)=%f\n', gamma_fixed_step, x0, kk, x_fixed(:, end), f_fixed(end));
plotPointsOverContour(x_fixed, fun, XSetLimmits(1, :), XSetLimmits(2, :), 100, point_str + ": Steepest descent $\gamma$ = " + gamma_fixed_step, "");
plotPointsOverContour(x_fixed, fun, XSetLimmits(1, :), XSetLimmits(2, :), 100, point_str + ": Steepest descent proj $s_k$ = " + sk_step + ", $\gamma$ = " + gamma_fixed_step, "figures/StDesProj_sk_" + sk_step + "_gamma_" + gamma + ".png");
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