https://github.com/matthew-lyu/nonlinear-numerical-optimization-methods

Matlab code repository for nonlinear numerical optimization methods
https://github.com/matthew-lyu/nonlinear-numerical-optimization-methods

matlab nonlinear-optimization numerical-optimization optimization

Last synced: 11 months ago
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Matlab code repository for nonlinear numerical optimization methods

• Host: GitHub
• URL: https://github.com/matthew-lyu/nonlinear-numerical-optimization-methods
• Owner: Matthew-Lyu
• License: mit
• Created: 2024-05-17T08:17:41.000Z (almost 2 years ago)
• Default Branch: main
• Last Pushed: 2024-07-14T11:05:10.000Z (over 1 year ago)
• Last Synced: 2024-07-15T10:57:44.639Z (over 1 year ago)
• Topics: matlab, nonlinear-optimization, numerical-optimization, optimization
• Language: MATLAB
• Homepage:
• Size: 1.51 MB
• Stars: 11
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Nonlinear-Numerical-Optimization-Methods

非线性数值优化方法的Matlab代码仓库，并给出了对应的数值优化问题样例，参见./utils



`gradient_descent_method`：梯度下降法

`armijo_search_method`：Armijo搜索步长准则

`damp_newton_method`：阻尼牛顿法

`revised_newton_method`：修正牛顿法

`fr_conjugate_gradient_method`：FR共轭梯度法

`trust_region_method`：信赖域法

`trust_region_quadratic_model`：光滑牛顿法解决信赖域子问题

`l_m_least_squares_method`：Levenberg-Marquardt 最小二乘法

`quadratic_Lagrangian`：拉格朗日二次优化法

`exterior_penalty_method`：外罚函数法

`interior_penalty_method`：内罚函数法

`genetic_algorithm`：遗传算法

## 参考文献

[1] 非线性最优化理论与方法 (第三版) 王宜举, 修乃华