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opt_homework_2

作业内容

  • Use Matlab to implement the rank 1, DFP, and BFGS methods

  • Use these algorithms to solve two problems

    • One quadratic probelm (e.g., Example 11.3 or 11.4)

    • One general nonlinear problem (nonquadratic)

  • Submit your codes

  • Write a report showing the resulrs for the two problems (show comparison among these algorithms and show intermediate results for the quadratic problem)

  • Deadline: the end of this course

Opt Theory and Applications https://dbgroup.nuaa.edu.cn/blueice/course/opt/

DFP-Quasi-Newton method

算法流程

参考

拟牛顿法 分析与推导 - liuwu265 - 博客园