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zuiyouhuafangfaMatlab

于 2014-02-25 发布 文件大小:1800KB
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  《最优化方法及其Matlab程序设计》较系统地介绍了非线性最优化问题的基本理论和算法,以及主要算法的Matlab程序设计,主要内容包括(精确或非精确)线搜索技术、最速下降法与(修正)牛顿法、共轭梯度法、拟牛顿法、信赖域方法、非线性最小二乘问题的解法、约束优化问题的最优性条件、罚函数法、可行方向法、二次规划问题的解法、序列二次规划法等。(" Optimization Methods and Matlab programming" more systematic introduction to the basic theory and algorithms nonlinear optimization problem and the main algorithm Matlab programming, the main contents include (exact or non-exact) line search technique, the steepest descent method and (corrected) Newton method, conjugate gradient method, quasi-Newton method, trust region methods, solution of nonlinear least squares problems, constrained optimization problem optimality conditions, penalty function method, feasible direction method, quadratic programming problems The solution, the sequential quadratic programming method.)

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