BFGS
代码说明:
功能:用BFGS算法求解无约束问题:min f(x) 输入:x0是初始点,fun,gfun分别是目标函数及其梯度; varargin是输入可变参数变量,简单调用bfgs时可以忽略它, 但是其他程序循环调用时将会发挥重要作用 输出:x,val分别是近似最优点和最优值,k是迭代次数。(Function: BFGS algorithm for unconstrained problem: min f (x) Input: X0 is the initial point, fun, gfun each objective function and its gradient varargin variable parameter is the input variable, it can be ignored when a simple call bfgs , but other programs will play an important role when the cycle is called output: x, val are approximate optimum and the optimal value, k is the number of iterations.)
文件列表:
bfgs (2).m,1083,2009-10-15
bfgs.m,1177,2017-04-18
下载说明:请别用迅雷下载,失败请重下,重下不扣分!