12/27/22, 10:19 PM Descente.

ipynb - Colaboratory

import math
import numpy as np

# Algorithme de descente 
def f(x,y,a,b):
    return lambda x,y:(a-x)**2+b(y-x**2)**2

def df(x,y,a,b):
    return 4*b*x**3-x*(4*b*y-2)-2*a,2*b*(y-x**2)

def descente(x,y,a,b,n,e,alpha):
    gradx,grady=df(x,y,a,b)
    grad = math.sqrt(gradx**2+grady**2)
    i=0
    while abs(grad)>e and i<n:
        gradx, grady =df(x,y,a,b) 
        #print (gradx, grady)
        grad = float(math.sqrt(gradx**2+grady**2) )
        #print (grad)
        x = x-alpha*gradx 
        y = y+-alpha*grady 
        i += 1
    return x,y,i

descente(2,5,1,10,2000,0.00001,0.01)

(0.9997789093034705, 0.9995489876993322, 2000)

def Rosenbrock(x):
    return (1-x[0])**2+10*(x[1]-x[0]**2)**2

def df(x):
    return np.array([4*10*x[0]**3-x[0]*(4*10*x[1]-2)-2,20*(x[1] - (x[0]**2))]).reshape(-1,1)

def backtrack2(x0, Rosenbrock, df, t = 1, alpha = 0.2, beta = 0.8):
    while Rosenbrock(x0 - t*df(x0)) > Rosenbrock(x0) + alpha * t * np.dot(df(x0).T, -1*df(x0)):
        t *= beta
    return t

def GC(X,n):
    gradxy = df(X)
    d=-1*gradxy.reshape(-1,1)
    grad=float(np.linalg.norm(gradxy))
    i=0
    while i<n and abs(grad)>0.00001 :
        gradxy = df(X)
        t=backtrack2(X, Rosenbrock, df, t = 1, alpha = 0.2, beta = 0.8)
        X=X+np.dot(t,d)
        g1=df(X)
        g_=np.dot(g1.T,(g1-gradxy))
        b=(g_/(grad**2)) 
        d=(-g1+b*d).reshape(-1,1)
        grad=float(np.linalg.norm(g1)) 
        i+=1
    return X

X=np.array([[2],[5]])
GC(X,150)

array([[0.99935788],
[0.99871051]])

#Algorithme de Newton 
def df1(x,y,a,b):
    return 4*b*x**3-x*(4*b*y-2)-2*a,2*b*(y-x**2)
def df(x):
    return np.array([4*10*x[0]**3-x[0]*(4*10*x[1]-2)-2,20*(x[1] - (x[0]**2))]).reshape(-1,1)

def Hessienne(x,y,a,b):
    dfxx=12*b*x**2-4*b*y-2
    dfyy=2*b
    dfxy=-4*b*x
    H=np.matrix([[dfxx,dfxy],[dfxy,dfyy]])
    return H

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12/27/22, 10:19 PM Descente.ipynb - Colaboratory
def Armijo(x,y,df, t = 1, alpha = 0.2, beta = 0.8):
    x=np.array([[x],[y]])
    while Rosenbrock(x - t*df(x)) > Rosenbrock(x) + alpha * t * np.dot(df(x).T, -1*df(x)) :
        t *= beta
    return t

def Newton(x,y,a,b,n):
    gradx,grady=df1(x,y,a,b)
    gk=np.array([[gradx],[grady]])
    dk =(-1)*np.linalg.inv(Hessienne(x,y,a,b))*gk
    i=0
    X=np.array([[x],[y]])
    while i<n:
        t=Armijo(x,y,df, t = 1, alpha = 0.2, beta = 0.8)
        gradx,grady=df1(x,y,a,b)
        gk=np.array([[gradx],[grady]])
        dk =(-1)*np.linalg.inv(Hessienne(x,y,a,b))*gk
        X=X+dk*t
        i+=1
    return X

Newton(2,5,1,10,1000)

matrix([[2.17989968],
[1.94170552]])

#Algorithme de descente à pas optimal cas d'une fonction quadratique

def algo_desc(x0,y0,A,b):
    k=0
    X=np.array([[x0],[y0]])
    dk=-(A*X-b)
    stop = np.array([[0],[0]])
    while dk.all()!=stop.all():
        dkt=np.transpose(dk)
        tk=float((dkt*dk)/(dkt*A*dk))
        X=X+tk*dk
        dk=-(A*X-b)
        k=k+1

    return X,k

A=np.matrix([[2,0],[0,6]])
b=np.array([0,0]).reshape(2,1)
algo_desc(3,1,A,b)

(matrix([[ 0.00000000e+000],
[-3.70459792e-163]]), 541)

#Algorithme de descente conjugué cas d'une fonction quadratique

def algo_desc_conjug(x0,y0,A,b):
    k=0
    X=np.array([[x0],[y0]])
    gk=(A*X-b)
    dk=-gk
    stop = np.array([[0],[0]])
    while dk.all()!=stop.all():
        gkt=np.transpose(gk)
        dkt=np.transpose(dk)
        tk=float((gkt*gk)/(dkt*A*dk))
        X=X+tk*dk
        gk=(A*X-b)
        Bk=float((np.transpose(gk)*A*dk)/(dkt*A*dk))
        dk=-gk+Bk*dk

        k=k+1

    return X,k

A=np.matrix([[2,0],[0,6]])
b=np.array([0,0]).reshape(2,1)
algo_desc_conjug(3,1,A,b)

(matrix([[0.],
[0.]]), 2)

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12/27/22, 10:19 PM Descente.ipynb - Colaboratory

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