armijomatlab代码-Steepest-descent-algorithm-Matlab-:使用MATLAB进行最速下降算法(使用Ar

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armijo matlab代码 Steepest-descent-algorithm-Matlab- 用MATLAB实现最速下降法(使用梯度作为下降方向的无限制最优化方法)。使用Armijo准则找步长。 using MATLAB to do steepest descent algorithm(unconstrained optimization method that uses gratitude vector as descent direction), and find steps by Armijo principle. English version is placed behind the Chinese one. 一. 背景简述 1.最速下降法的常用的迭代格式为   min f(x) xk+1 = xk + αkdk, k =0,1,... x0为初始向量,dk为f(x)在xk处的下降方向,αk > 0为步长。 在最速下降法中,dk取负梯度方向-gk。步长采用Armijo准则进行非精确一维搜索。 2.Armijo准则: 设f(x)连续可微,dk是f(x)在xk处的下降方向

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