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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Description: matlab程序非线性优化设计方法时下流行的关于非线性规划的源程序,包括SQP方法、乘子法程序、二次规划、非线性最小二乘法、共轭梯度法、拟牛顿法、线搜索技术、信赖域方法、最速下降法与牛顿法等-matlab program nonlinear optimization design method popular on nonlinear programming source code, including the SQP method, the multiplier method procedures, quadratic programming, nonlinear least squares method, the conjugate gradient method, quasi-Newton method, the linesearch technology, trust region methods, the steepest descent method and Newton method Platform: |
Size: 34816 |
Author:朱志远 |
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