Optimization calculation procedure and example C++, including basic matrix operations, multiple function gradient, second order matrix, Cholesky decomposition algorithm source code and verify the thirteen instances, success in the VisualStudio2010 debugging environment, it is optimization algorithms do reference for .

Optimization\Debug\Optimization.exe
............\.....\Optimization.ilk
............\.....\Optimization.pdb
............\ipch\optimization-60521136\optimization-b8ec9e93.ipch
............\Optimization\Debug\CL.read.1.tlog
............\............\.....\CL.write.1.tlog
............\............\.....\link-cvtres.read.1.tlog
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............\............\.....\link.2152-cvtres.read.1.tlog
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............\............\.....\link.2152.write.1.tlog
............\............\.....\link.2848-cvtres.read.1.tlog
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............\............\.....\link.2848.read.1.tlog
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............\............\.....\link.3004-cvtres.read.1.tlog
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............\............\.....\link.3004.read.1.tlog
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............\............\.....\link.3436-cvtres.read.1.tlog
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............\............\.....\link.3436.read.1.tlog
............\............\.....\link.3436.write.1.tlog
............\............\.....\link.3676-cvtres.read.1.tlog
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............\............\.....\link.3676.read.1.tlog
............\............\.....\link.3676.write.1.tlog
............\............\.....\link.3884-cvtres.read.1.tlog
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............\............\.....\link.3884.read.1.tlog
............\............\.....\link.3884.write.1.tlog
............\............\.....\link.4052-cvtres.read.1.tlog
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............\............\.....\link.4052.read.1.tlog
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............\............\.....\link.read.1.tlog
............\............\.....\link.write.1.tlog
............\............\.....\mt.read.1.tlog
............\............\.....\mt.write.1.tlog
............\............\.....\Optimization.exe.embed.manifest
............\............\.....\Optimization.exe.embed.manifest.res
............\............\.....\Optimization.exe.intermediate.manifest
............\............\.....\Optimization.lastbuildstate
............\............\.....\Optimization.log
............\............\.....\optimization.obj
............\............\.....\Optimization_manifest.rc
............\............\.....\opt_test.obj
............\............\.....\rc.read.1.tlog
............\............\.....\rc.write.1.tlog
............\............\.....\vc100.idb
............\............\.....\vc100.pdb
............\............\optimization.cpp
............\............\optimization.h
............\............\Optimization.vcxproj
............\............\Optimization.vcxproj.filters
............\............\Optimization.vcxproj.user
............\............\opt_test.cpp
............\Optimization.sdf
............\Optimization.sln
............\Optimization.suo
............\ipch\optimization-60521136
............\Optimization\Debug
............\Debug
............\ipch
............\Optimization
Optimization

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