0. IBM 整理的优化材料网站，很多实际算例说明
https://www.minlp.org/resources/index.php#solvers
1. Boyd ADMM
http://stanford.edu/~boyd/papers/miqp_admm.html
2. 数值计算学习网站
http://mathfaculty.fullerton.edu/mathews/n2003/NumericalUndergradMod.html
3. Trust-Region method(置信域方法)
https://zh.wikipedia.org/wiki/%E7%BD%AE%E4%BF%A1%E5%9F%9F%E6%96%B9%E6%B3%95
4. Levenberg-Marquardt optimization()
![{\displaystyle (\mathbf {J} ^{\mathrm {T} }\mathbf {J} +\lambda \mathbf {I} ){\boldsymbol {\delta }}=\mathbf {J} ^{\mathrm {T} }[\mathbf {y} -\mathbf {f} ({\boldsymbol {\beta }})],}](https://wikimedia.org/api/rest_v1/media/math/render/svg/b9f57018cf3df7d494c234d29b1ce11757316ee5)
Comparision between Levenberg-Marquardt algorithms vs Trust Region algorithms
http://www.applied-mathematics.net/LMvsTR/LMvsTR.pdf
5. pseudo-transient()
https://projects.ncsu.edu/crsc/reports/ftp/pdf/crsc-tr02-18.pdf
5. simplex method
https://www.utdallas.edu/~scniu/OPRE-6201/documents/LP05-Simplex-Example.pdf
(very easy to understand example)
扫一扫
1万+
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
