Description: matlab最优化程序包括 无约束一维极值问题 进退法 黄金分割法 斐波那契法 牛顿法基本牛顿法 全局牛顿法 割线法 抛物线法 三次插值法 可接受搜索法 Goidstein法 Wolfe.Powell法 单纯形搜索法 Powell法 最速下降法 共轭梯度法 牛顿法 修正牛顿法 拟牛顿法 信赖域法 显式最速下降法-matlab optimization program includes one-dimensional extremum problem without constraint advance and retreat method Fafei Bo Fibonacci golden section method the basic Newton method, global Newton method Newton secant parabola method acceptable to the three interpolation methods Wolfe.Powell search method Goidstein simplex method Searching Powell steepest descent method conjugate gradient method modified Newton method Newton Newton trust region method to be explicitly steepest descent method Platform: |
Size: 780288 |
Author:林小博 |
Hits:
Description: 比如每个企业和个人都要考虑的一个问题“在一定成本下，如何使利润最大化”等。最优化方法是一种数学方法，它是研究在给定约束之下如何寻求某些因素(的量)，以使某一(或某些)指标达到最优的一些学科的总称。随着学习的深入，博主越来越发现最优化方法的重要性，学习和工作中遇到的大多问题都可以建模成一种最优化模型进行求解，比如我们现在学习的机器学习算法，大部分的机器学习算法的本质都是建立优化模型，通过最优化方法对目标函数（或损失函数）进行优化，从而训练出最好的模型。常见的最优化方法有梯度下降法、牛顿法和拟牛顿法、共轭梯度法等等。(For example, every enterprise and individual should consider a problem "how to maximize profit at a certain cost." The optimization method is a mathematical method. It is a general term for some disciplines that study how to find certain factors (quantity) under a given constraint to make one (or some) index get the best. With the in-depth study, the blogger found more and more importance of optimization methods, have to study and work in most of the problems can be modeled as solving an optimization model, such as we are now learning machine learning algorithm, most of the machine learning algorithm is the essence of optimization model is established through the optimization method of the objective function (or the loss function) optimization, to train a best model. The common optimization methods include gradient descent method, Newton method and quasi Newton method, conjugate gradient method and so on.) Platform: |
Size: 1024 |
Author:hxxa |
Hits:
Search - Conjugate gradient with constraint