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:
Search - dogleg algorithm matlab