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原创 算法:获得一个矩阵的顺序矩阵
问题描述:已知矩阵G,NXK维,获得矩阵G每一列的元素的秩。此处秩的定义是:将一个数组排序后(按升序或降序),数组中的元素在排完序的数组中的序号。实现平台:Matlab 首先,编写获得一个数组的秩的函数。如下 输入:vector-----数组或向量 输出:OrderVector----由每个元素的秩所组成的数组 function OrderVector= Order_Vecto
2015-10-15 13:08:07 1276
Convex Optimization
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
2016-09-02
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