命令
| 核心算法
| 对应文件
|
fminbnd
| 黄金分割和抛物线差值
| \toolbox\matlab\funfun\fminbnd.m
|
fminunc
| 子空间trust region(对Large-scale问题)
| \toolbox\optim\sfminbx.m
\toolbox\optim\private\fminusub.m
|
BFGS或DFP 拟牛顿法配合二次三次混合线性搜索
|
fminsearch
| Nelder-Mead单纯形法(derivative-free method) | \toolbox\matlab\funfun\fminsearch.m
|
linprog
| Primal-dual内点法(对Large-scale问题)
| \toolbox\optim\private\lipsol.m
\toolbox\optim\private\simplex.m
\toolbox\optim\private\qpsub.m
|
Active set或单纯形法
|
quadprog
| 子空间 trust-region(对Large-scale问题)
| \toolbox\optim\private\qpsub.m
\toolbox\optim\private\sqpmin.m
|
Active set
|
fmincon
| 子空间 trust-region(对Large-scale问题)
| \toolbox\optim\private\nlconst.m
\toolbox\optim \sfminbx.m
\toolbox\optim \sfminbx.m
\toolbox\optim \sfminle.m
|
SQP
|
fgoalattain
| SQP
| \toolbox\optim\private\nlconst.m
|
fminimax
| SQP
| \toolbox\optim\private\nlconst.m
|
fseminf
| SQP
| \toolbox\optim\private\nlconst.m
|
bintprog
| 线性规划 branch and bound(单纯形,双单纯形)
| \toolbox\optim\private\dualsimplex.m
\toolbox\optim\private\simplex.m
|
fzero
| 二分,割线,逆二次差值
| \toolbox\matlab\funfun\fzero.m
|
fsolve
| 子空间 trust-region(对Large-scale问题)
| \toolbox\optim\private\snls.m
\toolbox\optim\private\trustnleqn.m \toolbox\optim\private\nlsq.m
|
Trust-region dogleg或高斯-牛顿法或Lenvenberg-Marquardt
|
lsqnonneg
| 没有给出正式名称
| \toolbox\matlab\matfun\lsqnonneg.m
|
lsqlin
| 子空间 trust-region(对Large-scale问题)
| \toolbox\optim\private\sllsbox.m \toolbox\optim\private\qpsub.m
|
Active set
|
lsqnonlin
| 子空间 trust-region(对Large-scale问题)
| \toolbox\optim\private\snls.m
\toolbox\optim\private\nlsq.m |
Levenberg-Marquardt或高斯牛顿法
|
lsqcurvefit
| 子空间 trust-region(对Large-scale问题)
| \toolbox\optim\private\snls.m
\toolbox\optim\private\nlsq.m
|
Levenberg-Marquardt或高斯牛顿法
|