Optimization tutorial

Versión 1.0.0.0 (10,2 KB) por Mark Bangert
Set of functions for convex optimization including different optimization and line search algorithms
4.7
(7)
3,8K descargas
Actualizado 30 ene 2012

Ver licencia

This archive includes a set of functions introducing into optimization and line search techniques. It was designed for educational purposes.

Most of the functions run as script on toy problems. It is possible to visualize the line search and experiment with different update rules for the inverse Hessian in order to understand the optimization process.

This package includes

* conjugate gradient
* BFGS algorithm
* LBFGS algorithm
* Levenberg Marquart algorithm
* backtraicking Armijo line search
* line search enforcing strong Wolfe conditions
* line search bases on a 1D quadratic approximation of the objective function
* a function for naive numerical differentation

Have fun!

References:

* Nocedal & Wright: Numerical optimizaion

Citar como

Mark Bangert (2024). Optimization tutorial (https://www.mathworks.com/matlabcentral/fileexchange/34835-optimization-tutorial), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2010b
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Versión Publicado Notas de la versión
1.0.0.0