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Constrained-optimization-problem

于 2013-07-25 发布 文件大小:7KB
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  包含所有约束优化问题中涉及的matlab源程序。包含Rosen梯度法求解约束多维函数的极值,外点罚函数法解线性等式约束,外点罚函数法解一般等式约束,内点罚函数法,混合罚函数法,混合罚函数加速法,乘子法,坐标轮换法及复合形法(Contains all the constrained optimization problem involves matlab source. Contains Rosen gradient method for solving constrained multi-dimensional function extremum, external point penalty function method for solving linear equality constraints, external point penalty function method for solving general equality constraints, interior point penalty function method, mixed penalty function method, mixed penalty function acceleration method , multiplier method, the coordinate rotation method and complex method)

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