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提供了常用的优化算法,包括约束变尺度法,拟牛顿法,遗传算法,多目标优化算法,Hookjeeves算法等多种算法。使用时先写好优化模型,生成相应的dll此优化库可以根据选择的算法对优化模型进行优化求解。-provide a common method of optimization, including CVMO1-, quasi-Newton method, genetic algorithm, multi-objective optimization algorithm, Hookjeeves
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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).
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L-BFGS用于内存紧张的系统中,可以用于求解大规模数据集的优化-Software for Large-scale Unconstrained Optimization L-BFGS is a limited-memory quasi-Newton code for large-scale unconstrained optimization.
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