搜索资源列表
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
- 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,
vmaBFGS
- BFGS变尺度法,MATLAB实现,求解函数极值-BFGS variable metric algorithm implemented by MATLAB
Trust-Region
- 用BFGS更新矩阵的信赖域法解优化问题的MATLAB程序-Trust Region Method For Solving Optimization Problem
Newton-method-
- 用牛顿法,最速下降法,BFGS公式求解同一问题,并可比较其收敛速度-With Newton method, the steepest descent method, BFGS formula to solve the same problem , and can compare the convergence speed
matlab
- QAM调制,最速下降法,Newton,黄金分割法, BFGS算法,非线性共轭梯度法,MAILAB实例-QAM modulation, the steepest descent method, Newton, golden section method, BFGS algorithm, nonlinear conjugate gradient method, MAILAB examples
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
Newton
- 求解无约束最优化问题,Newton方法包括基本Newton法,拟Newton法等BFGS,DFP方法(Solving unconstrained optimization problems, Newton method)
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.)
L-BFGS
- 有限记忆算法,用于处理大规模算法,算法原理为把不断迭代的牛顿矩阵分解并部分抵消达到减少运算量的目的(limit memory,for large-scale algorithms. The principle of the algorithm is to decompose and partially cancel the iterative Newton matrix in order to reduce the computational complexity.)