SMO实现

#include "stdio.h"

#include <vector>

using namespace std;



float function(float alfa[5],float H[5][5],float sign[5])

{



        float ret = alfa[0]+alfa[1]+alfa[2]+alfa[3]+alfa[4];

        for(int j=0;j<5;++j)

        {

                float t=0.0;

                for(int i=0;i<5;++i)

                {

                        t+=sign[i]*alfa[i]*H[j][i];

                }

                ret += -1*(t*alfa[j]*sign[j])/2;

        }

        return ret;

}

int main(void)

{

        float matrix[5][4]={

                {1,5,1},

                {1,2,1},

                {2,2,-1},

                {2,1,-1},

                {1,1,-1}};

        float H[5][5];

        vector<float> c1;

        vector<float> c2;

        for(int i=0;i<5;++i)

        {

                c1.push_back(matrix[i][0]);

                c2.push_back(matrix[i][1]);

        }

        for(int i=0;i<5;++i)

        {

                for(int j=0;j<5;++j)

                {

                        H[i][j]=c1[i]*c1[j]+c2[i]*c2[j];

                        printf("%f\t",H[i][j]);

                }

                printf("\n");

        }

        float alfa[5]={3,3,2,2,2};

        float sign[5];

        for(int i=0;i<5;++i)

                sign[i]=matrix[i][2];

        float last_r = function(alfa,H,sign);

        float new_r;

        float con_r;

        for(int i=0;i<5;++i)

        {

                for(int j=0;j<5;j++)

                {

                        printf("%f,alfa={%f,%f,%f,%f,%f}\n",last_r,alfa[0],alfa[1],alfa[2],alfa[3],alfa[4]);

                        if(i==j) continue;

                        else if((alfa[i]<0.01&&alfa[i]>-0.01)&&(alfa[j]<0.01&&alfa[j]>-0.01)) continue;

                        else if((alfa[j]>0.01)&&(alfa[i]<0.01&&alfa[i]>-0.01))

                        {

                                while(alfa[j]>0.01){

                                        alfa[i]+=0.1;

                                        new_r = function(alfa,H,sign);

                                        if( new_r > last_r )

                                        {

                                                alfa[j] -= 0.1*sign[i]*sign[j];

                                                last_r = function(alfa,H,sign);

                                        }

                                        else

                                        {

                                                alfa[i]-=0.1;

                                                break;

                                        }

                                };

                        }

                        else if((alfa[i]>0.01)&&(alfa[j]<0.01&&alfa[j]>-0.01))

                        {

                                while(alfa[i]>0.01){

                                        alfa[j]+=0.1;

                                        new_r = function(alfa,H,sign);

                                        if( new_r > last_r )

                                        {

                                                alfa[i] -= 0.1*sign[i]*sign[j];

                                                last_r = function(alfa,H,sign);

                                        }

                                        else

                                        {

                                                alfa[j]-=0.1;

                                                break;

                                        }

                                };

                        }

                        else

                        {



                                alfa[j]+=0.1;

                                new_r = function(alfa,H,sign);

                                alfa[j]-=0.2;

                                con_r = function(alfa,H,sign);

                                alfa[j]+=0.1;



                                if(new_r>con_r&&new_r>last_r)

                                {

                                        while(alfa[i]>0.01&&alfa[j]>0.01)

                                        {

                                                alfa[j] += 0.1;

                                                alfa[i] -= 0.1*sign[i]*sign[j];

                                                new_r = function(alfa,H,sign);

                                                if(new_r > last_r)

                                                {

                                                        last_r = new_r;

                                                }

                                                else

                                                {

                                                alfa[j] -= 0.1;

                                                alfa[i] += 0.1*sign[i]*sign[j];

                                                break;

                                                }

                                        };



                                }

                                else if(con_r>new_r&&con_r>last_r)

                                {

                                        while(alfa[i]>0.01&&alfa[j]>0.01)

                                        {

                                                alfa[j] -= 0.1;

                                                alfa[i] += 0.1*sign[i]*sign[j];

                                                con_r = function(alfa,H,sign);

                                                if(con_r > last_r)

                                                {

                                                        last_r = con_r;

                                                }

                                                else

                                                {

                                                alfa[j] += 0.1;

                                                alfa[i] -= 0.1*sign[i]*sign[j];

                                                break;

                                                }

                                        }

                                }

                                else

                                {}

                        }



                }

        }

        printf("%f,alfa={%f,%f,%f,%f,%f}\n",last_r,alfa[0],alfa[1],alfa[2],alfa[3],alfa[4]);

        return 0;

}