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最优化的bfgs算法
- 最优化的bfgs算法,是采用matlab编程,BFGS optimization algorithm, using matlab programming
zuiyouhuashiyanbaogao
- 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 gradie
fminlbfgs_version2
- 这是一个快速的拟牛顿法程序,非常实用,非常强大-FMINLBFGS is a Memory efficient optimizer for problems such as image registration with large amounts of unknowns, and cpu-expensive gradients. Supported: - Quasi Newton Broyden–Fletcher–Goldfarb–Shanno (BFGS). -
includesearch
- 计算一个非二次函数5元函数BFGS法计算的函数 -Calculation of a non-quadratic function 5 yuan function BFGS method to calculate the function
StructEquation2
- 结构方程中拟合函数的迭代算法,不同于PLS算法。而是采用BFGS拟牛顿法求解,得出的结果与LISREL软件结果一致. 注:此算法只是针对本人一个模型使用,不同模型要做改动-This program for solving the fit function of Strual Equation Modeling ,BFGS is using for minimize the fit function with the initial point estimated by PLS
Nonlinear_Programming
- 非线性规划中的最陡下降法、BFGS方法和共轭梯度法matlab源程序(3-拟牛顿BFGS方法).m-Non-linear programming in the steepest descent method, BFGS and conjugate gradient method matlab source code (3- Quasi-Newton BFGS method). M
newton
- 最优化计算方法中 有关于拟牛顿法的一段小代码 可以-Optimization method in the Quasi-Newton method on a small section of code that can look at
109201242BFGS
- 求解MATLAB单纯型法程序 -MATLAB simplex method for solving process-based method for solving simple MATLAB program
BFGS
- 最近学习优化理论中的算法,通过网上的查找及改进,得到了共轭梯度法的C语言程序 主要问题:如函数为f(X)=x1*x1*x1*x1+x2*x2时,算得的结果有问题,初步估计是因为迭代公式中出现了求梯度的模的分量造成的,有待继续改进,不过用BFGS算法C语言程序算时,上述问题没有发生,所以才说BFGS算法是无约束优化中最稳定的算法之一了-Optimization theory in a recent study of algorithms, through online search and i
BFGS
- bfgs法,求解函数,简单,通俗,易懂,便于优化更改-bfgs
BFGS
- 最优化算法之一,拟牛顿法,亦称BFGS法,用于求解极值问题,具有二次收敛性-One of the most optimization algorithms, quasi-Newton method, also known as BFGS method for solving extremum problems, with quadratic convergence
2
- 实现最优化搜索中,DFB法,秩1法,bfgs法以及共轭梯度法进行最优化数据搜索。其中共轭梯度法下降速率比较慢,要合理设置终止门限-Optimize the search, DFB method, rank 1 method, bfgs method and conjugate gradient method to optimize the data search. Conjugate gradient method in which the rate of decrease is slower,
BFGS
- BFGS法求优化问题的C++源代码,经测试,该程序运行正常,得到了预期的结果。-BFGS method for the optimization of C++ source code, tested, the program works correctly to get the desired results.
BFGS-and-oordinate-exchange
- BFGS算法和坐标轮换法编程源文件,是现代设计方法的作业-BFGS algorithm and coordinate rotation method program source file, is a modern design jobs
L-BFGS-CODE
- L-BFGS有限内存BFGS法,用于求解大规模无约束最优化问题-L-BFGS method for large scale unconstrained optimization
DFP-and-BFGS
- 分别用DFP和BFGS来解决无约束的优化问题,中间用的进退法和黄金分割法。-With DFP and BFGS respectively to solve unconstrained optimization problems, in the middle between the method and the golden section method.
BFGS
- 拟牛顿法和最速下降法(Steepest Descent Methods)一样只要求每一步迭代时知道目标函数的梯度。通过测量梯度的变化,构造一个目标函数的模型使之足以产生超线性收敛性。这类方法大大优于最速下降法,尤其对于困难的问题。另外,因为拟牛顿法不需要二阶导数的信息,所以有时比牛顿法(Newton s Method)更为有效。如今,优化软件中包含了大量的拟牛顿算法用来解决无约束,约束,和大规模的优化问题。-The quasi-Newton method and the Steepest Des
(BFGS 算法程序)
- BFGS 校正是目前最流行也是最有效的拟牛顿校正, 它是由 Broyden, Fletcher, Goldfarb 和 Shanno 在 1970 年各自独立提出的拟牛顿法, 故称为 BFGS 算法.(BFGS correction is the most popular and effective quasi Newton correction at present. It is composed of Broyden, Fletcher, Goldfarb and Shanno res
bfgs
- BFGS算法(BFGS algorithm),是一种逆秩2拟牛顿法。Hk+,满足拟牛顿方程的逆形式Hk+}少一、k=s.当Hk正定且(,',少)}0时Hkh,也正定,因此,由BFGS修正确定的算法xk+} - xk - HkF Cxk)是具有正定性、传递性的拟牛顿法,它也是无约束优化中最常用的、最稳定的算法之一这种算法是布罗依丹(Broy-den,C. G.)于1969年,以及弗莱彻(Fletcher , R. ) ,戈德福布(Goldforb,D. )、香诺(Shan no, D. F.)于1
Matlab optimization programming example
- 分别用最速下降法、FR共轭梯度法、DFP法和BFGS法求解一个典型数学优化问题。(A typical mathematical optimization problem is solved by steepest descent method, FR conjugate gradient method, DFP method and BFGS method respectively.)