文件名称:
Matlab - Optimisation Toolbox - User
开发工具:
文件大小: 3mb
下载次数: 0
上传时间: 2009-06-11
详细说明： Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-3 Problems Covered by the Toolbox . . . . . . . . . . . . . . . . . . . . . . . . 2-3 Using the Optimization Functions . . . . . . . . . . . . . . . . . . . . . . . 2-5 ii Contents Examples that Use Standard Algorithms . . . . . . . . . . . . . . . . 2-7 Unconstrained Minimization Example . . . . . . . . . . . . . . . . . . . . 2-8 Nonlinear Inequality Constrained Example . . . . . . . . . . . . . . . 2-9 Constrained Example with Bounds . . . . . . . . . . . . . . . . . . . . . 2-11 Constrained Example with Gradients . . . . . . . . . . . . . . . . . . . 2-12 Gradient Check: Analytic Versus Numeric . . . . . . . . . . . . . . . 2-14 Equality Constrained Example . . . . . . . . . . . . . . . . . . . . . . . . . 2-15 Maximization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-16 Greater-Than-Zero Constraints . . . . . . . . . . . . . . . . . . . . . . . . 2-16 Additional Arguments: Avoiding Global Variables . . . . . . . . . 2-16 Nonlinear Equations with Analytic Jacobian . . . . . . . . . . . . . . 2-17 Nonlinear Equations with Finite-Difference Jacobian . . . . . . 2-20 Multiobjective Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-21 Large-Scale Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-33 Problems Covered by Large-Scale Methods . . . . . . . . . . . . . . . 2-34 Nonlinear Equations with Jacobian . . . . . . . . . . . . . . . . . . . . . 2-37 Nonlinear Equations with Jacobian Sparsity Pattern . . . . . . . 2-39 Nonlinear Least-Squares with Full Jacobian Sparsity Pattern . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-41 Nonlinear Minimization with Gradient and Hessian . . . . . . . 2-43 Nonlinear Minimization with Gradient and Hessian Sparsity Pattern . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-44 Nonlinear Minimization with Bound Constraints and Banded Preconditioner . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-46 Nonlinear Minimization with Equality Constraints . . . . . . . . 2-50 Nonlinear Minimization with a Dense but Structured Hessian and Equality Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-51 Quadratic Minimization with Bound Constraints . . . . . . . . . . 2-55 Quadratic Minimization with a Dense but Structured Hessian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-57 Linear Least-Squares with Bound Constraints . . . . . . . . . . . . 2-60 Linear Programming with Equalities and Inequalities . . . . . . 2-61 Linear Programming with Dense Columns in the Equalities . 2-62 Default Parameter Settings . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-65 Changing the Default Settings . . . . . . . . . . . . . . . . . . . . . . . . . 2-65 Displaying Iterative Output . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-68 Output Headings: Medium-Scale Algorithms . . . . . . . . . . . . . 2-68 iii Output Headings: Large-Scale Algorithms . . . . . . . . . . . . . . . 2-71 Optimization of Inline Objects Instead of M-Files . . . . . . . 2-74 Typical Problems and How to Deal with Them . . . . . . . . . . 2-76 Converting Your Code to Version 2 Syntax . . . . . . . . . . . . . 2-80 Using optimset and optimget . . . . . . . . . . . . . . . . . . . . . . . . . . 2-81 New Calling Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-81 Example of Converting from constr to fmincon . . . . . . . . . . . . 2-89 Selected Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-92 3 Standard Algorithms…… ...展开收缩
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