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最优化算法,包括最速下降法,共轭梯度法,拟牛顿法-optimization algorithms, including the steepest decline, the conjugate gradient method, the quasi-Newton method
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运筹学,最优化理论中的DFP拟牛顿法,即变尺度法-Operations research, optimization theory, the DFP quasi-Newton method, that is, variable metric method
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工程优化中常用的几种方法和实现,牛顿法优化设计方法-Commonly used in engineering optimization and realization of several ways, design by Newton
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Software for Large-scale Bound-constrained or Unconstrained Optimization
L-BFGS-B is a limited-memory quasi-Newton code for large-scale bound-constrained or unconstrained optimization. The code has been developed at the Optimization Technology Cent
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共轭梯度法(Conjugate Gradient)是介于最速下降法与牛顿法之间的一个方法,它仅需利用一阶导数信息,但克服了最速下降法收敛慢的缺点,又避免了牛顿法需要存储和计算Hesse矩阵并求逆的缺点,共轭梯度法不仅是解决大型线性方程组最有用的方法之一,也是解大型非线性最优化最有效的算法之一。-Conjugate gradient method (Conjugate Gradient) between the steepest descent between law and Newton'
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本代码为《最优化理论与方法》书籍中的牛顿法和拟牛顿法算法的代码,并举了2个书上的作业题的例子,本代码中的目标函数和约束等初值可由需要进行改变,来得到所期望的计算-The code for the " optimization theory and method" books in the Newton method and quasi-Newton method algorithm code, citing two books on the example of the job
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This code implements an unconstrained optimization algorithm based on a non-monotone truncated Newton Method.
At each iteration a truncated newton method, based on the conjugate gradient algorithm, is used to find the search direction the step size
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数值分析中各种代码几何,包括差值函数,牛顿逼近,以及微分方程的解。所以优化参考。-Numerical analysis of various geometric code, including the difference between the functions, Newton approximation, as well as solving differential equations. So Optimization Reference.
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拟牛顿算法,一种解决全局最优化问题很好的算法,经测试效果很好-Quasi Newton algorithm, a good algorithm to solve the problem of global optimization, the test result is very good
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最优化算法程序,包含费线性最小二乘、共轭梯度法、牛顿法-Linear least squares optimization algorithm procedures, including fees, conjugate gradient method, Newton method and so on
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