文件名称:BFGS
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最近学习优化理论中的算法,通过网上的查找及改进,得到了共轭梯度法的C语言程序
主要问题:如函数为f(X)=x1*x1*x1*x1+x2*x2时,算得的结果有问题,初步估计是因为迭代公式中出现了求梯度的模的分量造成的,有待继续改进,不过用BFGS算法C语言程序算时,上述问题没有发生,所以才说BFGS算法是无约束优化中最稳定的算法之一了-Optimization theory in a recent study of algorithms, through online search and improved conjugate gradient method has been the C language program main issues: such as the function f (X) = x1* x1* x1* x1+ x2* x2 when considered as The result in question, the initial estimate because the iteration formula for finding the gradient appears in the weight caused by mold, yet continue to improve, but it uses BFGS 算法 C language 程序 operator, the above did not happen, only that BFGS algorithm is no optimization algorithm in one of the most stable
主要问题:如函数为f(X)=x1*x1*x1*x1+x2*x2时,算得的结果有问题,初步估计是因为迭代公式中出现了求梯度的模的分量造成的,有待继续改进,不过用BFGS算法C语言程序算时,上述问题没有发生,所以才说BFGS算法是无约束优化中最稳定的算法之一了-Optimization theory in a recent study of algorithms, through online search and improved conjugate gradient method has been the C language program main issues: such as the function f (X) = x1* x1* x1* x1+ x2* x2 when considered as The result in question, the initial estimate because the iteration formula for finding the gradient appears in the weight caused by mold, yet continue to improve, but it uses BFGS 算法 C language 程序 operator, the above did not happen, only that BFGS algorithm is no optimization algorithm in one of the most stable
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BFGS.txt