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Tsteepest_desh

于 2012-08-20 发布 文件大小:2KB
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  这个Matlab程序实现最速下降算法。最速下降法是一种最基本的算法,它在最优化方法中占有重要地位.最速下降法的优点是工作量小,存储储变量较少,初始点要求不高;缺点是收敛慢,最速下降法适用于寻优过程的前期迭代或作为间插步骤,当接近极值点时,宜选用别种收敛快的算法. (The Matlab program to achieve the steepest descent algorithm. Steepest descent method is a basic algorithm, it occupies an important position in the optimization method. Advantage of the steepest descent method is the small amount of work, less storage reservoir variables, the initial point less demanding drawback is slow convergence, the steepest descent method for the optimization process of the early iterations, or as inserted steps are advised to use other kinds of fast convergence of the algorithm when close to the extreme point.)

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