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单纯形加速法

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zhanfeng

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发表于 2004-12-16 14:45 |只看该作者 |倒序浏览

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求单纯形加速法的matlab算法。

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zan

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发表于 2004-12-16 15:23 |只看该作者 |招呼Ta 关注Ta

matlab的工具箱里面就有加速的单纯型方法!

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zhanfeng

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发表于 2004-12-16 21:34 |只看该作者 |招呼Ta 关注Ta

是fminsearch()函数吗？

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发表于 2004-12-16 21:42 |只看该作者 |招呼Ta 关注Ta |邮箱已经成功绑定

Algorithms：fminsearch uses the simplex search method of [1]. This is a direct search method that does not use numerical or analytic gradients as in fminunc. If n is the length of x, a simplex in n-dimensional space is characterized by the n+1 distinct vectors that are its vertices. In two-space, a simplex is a triangle; in three-space, it is a pyramid. At each step of the search, a new point in or near the current simplex is generated. The function value at the new point is compared with the function's values at the vertices of the simplex and, usually, one of the vertices is replaced by the new point, giving a new simplex. This step is repeated until the diameter of the simplex is less than the specified tolerance. fminsearch is generally less efficient than fminunc for problems of order greater than two. However, when the problem is highly discontinuous, fminsearch might be more robust.

这是帮助中的说明！确实用的是单纯型方法！