% Program: inex_lsearch.m
% Title: Inexact Line Search
% Description: Implements Fletcher's inexact line search described in
% Algorithm 4.6.
% Theory: See Practical Optimization Sec. 4.8
% Input:
% x: initial point
% s: search direction
% F: objective function to be minimized along the direction of s
% G: gradient of objective function F
% p1: internal parameters that are required for the implementation of
% the line search regardless of the application at hand.
% It is a string (e.g. 'rho = 0.1') and can be a combination several
% internal parameters (e.g., 'rho = 0.25; sigma=0.5').
% Useful p1's include: default value
% 'rho=
最速梯度法和牛顿法的步长的算法
最新推荐文章于 2024-05-01 19:24:31 发布
该程序实现了Fletcher描述的不精确线搜索算法,适用于目标函数的最小化。算法涉及牛顿法和梯度下降法的步长计算,并提供多个示例,包括Himmelblau函数的应用。
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