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[matlabdogleg

Description: 该程序是用于求解信赖域子问题的Powell dogleg方法-This routine solves the trust region subproblem by Powell s dogleg method.
Platform: | Size: 2048 | Author: ld | Hits:

[AlgorithmSTRSCNE

Description: 给出变量的上下边界、初值和代价函数,能够搜索代价函数最小值时的变量取值。属于带约束的优化算法,可以用来求算非线性方程组。-STRSCNE is a Matlab code for constrained nonlinear systems of equations F(x)=0 l<=x<=u where F: R^n--> R^n, l and u are vectors of dimension n. Non-existent lower and upper bounds, i.e. entries of l and u equal to minus o plus infinity, are allowed. The algorithm is a globally convergent procedure that combines Newton method and an elliptical trust-region approach. The elliptical trust-region is defined employing a scaling diagonal matrix D and the trust-region subproblem is approximately solved by the dogleg method. Only strictly feasible iterates are generated. Various input/output options are provided, and we refer to the code itself for further documentation.
Platform: | Size: 5120 | Author: muxihan | Hits:

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