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多变量寻优
- 多变量寻优的源码,包括基本算法如下:DFP法(又称变尺度法),BFS法、一阶梯度法,共扼梯度法。-multivariate optimization of the source code, including basic algorithm is as follows : DFP Act (also known as the variable scale), BFS, a ladder degrees, a total of the accused gradient method.
dfp1111
- 变尺度法DFP求函数极小点(个人编写,改变函数、即可使用)-DFP DFP minimum point of a function
DFP
- DFP法,变尺度法,优化算法的一种,具有二次收敛性,若目标函数为二次正定函数,经有限步可达到极小点-DFP method, variable metric method, an algorithm with quadratic convergence, if the objective function is quadratic positive definite function can be achieved by the finite step minima
multi
- 多变量寻优的源码,包括基本算法如下:DFP法(又称变尺度法),BFS法、一阶梯度法,共扼梯度法。-Multivariate optimization of the source code, including basic algorithm is as follows: DFP method (also known as variable metric method), BFS method, a ladder degree method, conjugate gradient method.
测试函数作业
- 基于DFP变尺度法对sphere和rosenbrock测试函数进行最优化处理(Optimization of sphere and Rosenbrock test functions based on DFP variable metric method)