Description: Simplify space SQP algorithm, using quasi-Newton method to calculate the direction of the search, no second derivative information no initial feasible solution even with fast convergence superlinear convergence.
To Search:
File list (Check if you may need any files):
LBFGS\FMINLBFGS\fminlbfgs.m
.....\lbfgsScriptPowell.m
.....\lbfgsScriptRosenbrock.m
.....\objfunExtendedPowell.m
.....\objfunExtendedRosenbrock.m
.....\FMINLBFGS
LBFGS
Download