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Optimization - Minimum - Search And Golden Rule
from math import sin
def f(x):
return ((x**4))
def optMinSearch(f, xi, h, t=1.0e-9):
ssx = xi
x = xi
fx = f(x)
sx = x
x += h
fxn = f(x)
n = 0
while abs(fxn-fx) > t :
while fx > fxn:
n += 1
fx = fxn
ssx = sx
sx = x
x += h
fxn = f(x)
xx = x
h = h / 2
x = ssx
fx = f(x)
sx = x
x += h
fxn = f(x)
n += 1
return x, fxn, n, sx, xx
def optMinGold(f, xi, xf, t=1.0e-9):
# constants
A = 0.6180339887
n = 0
x1 = xi
x2 = xf
x3 = x1 + A * (x2-x1)
x4 = x2 - A * (x2-x1)
fx3 = f(x3)
fx4 = f(x4)
while abs(x2-x1) > t:
#print n, x1, x2, abs(x2-x1)
n+=1
if fx3 < fx4:
# fx4 > fx3
x1 = x4
x4 = x3
x3 = x1 + A * (x2-x1)
else:
# fx4 < fx3
x2 = x3
x3 = x4
x4 = x2 - A * (x2-x1)
fx3 = f(x3)
fx4 = f(x4)
return (x1,x2,n)
xmin, fmin, n, sx, xx = optMinSearch(f, -2.0, 0.1)
print xmin
print fmin
print n
print "-----"
(x1,x2,n) = optMinGold(f, -2.0, 2.0)
print x1
print f(x1)
print x2
print f(x2)
print n
