Description: 用MATLAB求解无约束的问题，主要有最速下降法，牛顿法，共轭梯度法，变尺度法（DFP和BFGS法），非线性最小二乘法。
用MATLAB求解有约束的问题，主要是外惩罚函数和广义乘子法。
以及一些对具体问题的分析，MATLAB的代码在文档里都有。
-Using MATLAB to solve the problem of non-binding, there are the steepest descent method, Newton method, conjugate gradient method, variable metric method (DFP and BFGS method), nonlinear least square method. Using MATLAB to solve the problem of binding, mainly outside the penalty function method and generalized multipliers. As well as some specific issues for analysis, MATLAB code in the document, are limitless. Platform: |
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Author:ljw |
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