Hannah-Zhou / Optimization_AlgorithmLinks
非线性优化主要算法的Matlab程序，有精确线搜索的0.618法和抛物线法, 非精确线搜索的Armijo准则, 最速下降法, 牛顿法, 共轭梯度法, BFGS 算法, DFP 算法, Broyden 族方法, 信赖域方法, 求解非线性最小二乘问题的L-M算法, 解约束优化问题的乘子法, 求解二次规划的有效集法, SQP 子问题的光滑牛顿法以及求解约束优化问题的SQP方法等. 程序基本通用.
☆198Updated 4 years ago
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