搜索资源列表
GlobalOpt
- 我找到的较好用的高维非线性函数的全局优化程序,使用说明参见解压后的MCS包。该程序不需要Hessian矩阵。-I find a better use of high-dimensional nonlinear function of the global optimization process, See Note the use of the MCS unpacked package. The program does not need Hessian matrix.
fletcher_reeves
- This algorithm computes search directions conjugate about the Hessian matrix of the objective function directly in the evaluation function of the gradient, but without the direct evaluation of the Hessian of the objective function used fletcher and r
main
- Hessian matrix test code
MGradient
- 计算函数的梯度 输入某个位置矢量数组的地址和一个空数组地址,即可返回函数(需要自己定义)在该点的梯度矢量数组。 计算函数在某点的黑塞矩阵 和梯度函数类似,最后返回函数在某点的黑塞矩阵-Gradient of function and Hessian Matrix
LBFGS
- 用于最优化方法的LBFGS算法,可有效减少计算海森矩阵时的内存占用-The method for optimizing the LBFGS algorithm can effectively reduce the memory footprint when calculated Hessian matrix
