Description: 可以解决无约束的最优化问题,如求目标函数的极值等。-Can solve unconstrained optimization problems, such as extreme value for the objective function and so on. Platform: |
Size: 13312 |
Author:zw |
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Description: 最优化计算方法中 有关于拟牛顿法的一段小代码 可以-Optimization method in the Quasi-Newton method on a small section of code that can look at Platform: |
Size: 1024 |
Author:redgate |
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Description: 最近学习优化理论中的算法,通过网上的查找及改进,得到了共轭梯度法的C语言程序
主要问题:如函数为f(X)=x1*x1*x1*x1+x2*x2时,算得的结果有问题,初步估计是因为迭代公式中出现了求梯度的模的分量造成的,有待继续改进,不过用BFGS算法C语言程序算时,上述问题没有发生,所以才说BFGS算法是无约束优化中最稳定的算法之一了-Optimization theory in a recent study of algorithms, through online search and improved conjugate gradient method has been the C language program main issues: such as the function f (X) = x1* x1* x1* x1+ x2* x2 when considered as The result in question, the initial estimate because the iteration formula for finding the gradient appears in the weight caused by mold, yet continue to improve, but it uses BFGS 算法 C language 程序 operator, the above did not happen, only that BFGS algorithm is no optimization algorithm in one of the most stable Platform: |
Size: 2048 |
Author:徐莹 |
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Description: 最优化算法之一,拟牛顿法,亦称BFGS法,用于求解极值问题,具有二次收敛性-One of the most optimization algorithms, quasi-Newton method, also known as BFGS method for solving extremum problems, with quadratic convergence Platform: |
Size: 1024 |
Author:qch |
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Description: BFGS法求优化问题的C++源代码,经测试,该程序运行正常,得到了预期的结果。-BFGS method for the optimization of C++ source code, tested, the program works correctly to get the desired results. Platform: |
Size: 2048 |
Author:张帆 |
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Description: BFGS算法在matlab中的实现,通过求解熟悉经典BFGS算法(BFGS algorithm in matlab in the realization of familiar with the classic BFGS algorithm) Platform: |
Size: 1024 |
Author:亮看世界
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Description: BFGS算法(BFGS algorithm),是一种逆秩2拟牛顿法。Hk+,满足拟牛顿方程的逆形式Hk+}少一、k=s.当Hk正定且(,',少)}0时Hkh,也正定,因此,由BFGS修正确定的算法xk+} - xk - HkF Cxk)是具有正定性、传递性的拟牛顿法,它也是无约束优化中最常用的、最稳定的算法之一这种算法是布罗依丹(Broy-den,C. G.)于1969年,以及弗莱彻(Fletcher , R. ) ,戈德福布(Goldforb,D. )、香诺(Shan no, D. F.)于1970年分别得到的,故称为BFGS算法.(The BFGS algorithm is an inverse rank 2 quasi-Newton method.Hk +, to satisfy the inverse form of the quasi-Newton equation Hk +} less one, k = s. When Hk is definite and (, ', less)} 0 Hkh, is also positive definite, therefore, the algorithm determined by the BFGS correction xk +} - xk - HkF Cxk) is a quasi-Newton method with positive definiteness and transitivity. It is also one of the most commonly used and most stable algorithms in unconstrained optimization. This algorithm was Broy-den (CG) in 1969, and Fletcher (R.), Goldforb (D.), and Shanno (DF) were obtained in 1970 respectively, hence the BFGS algorithm.) Platform: |
Size: 1024 |
Author:ranin |
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Description: 最优化理论,利用最优化理论中的BFGS法来得到方程的最优解(Optimization theory, using the BFGS method in optimization theory to obtain the optimal solution of the equation) Platform: |
Size: 1024 |
Author:脏鱼先森 |
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Description: armijo准则下bfgs法实现,最优化方法作业,大连理工大学(Realization of BFGS method under Armijo criterion, operation of optimization method, Dalian University of Technology) Platform: |
Size: 15360 |
Author:lynchorz |
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