使用非精确线搜索Armijo算法确定步长的最速下降法(MATLAB)
Armijo算法实现:
function mk = armijo( fun, xk, rho, sigma, gk )
assert( rho > 0 && rho < 1 );
assert( sigma > 0 && sigma < 0.5 );
mk = 0; max_mk = 100;
while mk <= max_mk
x = xk - rho^mk * gk;
原创
2012-02-12 04:22:21 ·
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