文件名称:minBFGS
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用BFGS法求解多维函数的极值
function [x,minf]=minBFGS(f,x0,var,eps)
目标函数:f
初始点:x0
自变量向量:var
精度:eps
目标函数取最小值时的自变量值:x
目标函数的最小值:minf- By BFGS method for solving the multi-dimensional function of the extreme value function [x, minf] = minBFGS (f, x0, var, eps) target function: f Initial Point: x0 argument vector: var Accuracy: eps target function When the minimum value of the independent variable values: x minimum target function: minf
function [x,minf]=minBFGS(f,x0,var,eps)
目标函数:f
初始点:x0
自变量向量:var
精度:eps
目标函数取最小值时的自变量值:x
目标函数的最小值:minf- By BFGS method for solving the multi-dimensional function of the extreme value function [x, minf] = minBFGS (f, x0, var, eps) target function: f Initial Point: x0 argument vector: var Accuracy: eps target function When the minimum value of the independent variable values: x minimum target function: minf
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下载文件列表
minBFGS.m