文件名称:BFGS
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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.
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.
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下载文件列表
bfgs (2).m
bfgs.m