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steepest_descent

于 2009-04-07 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. (Matlab implementation of this procedure steepest descent algorithm.)

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