优化算法 大集合

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()

https://zh.wikipedia.org/wiki/%E8%8E%B1%E6%96%87%E8%B4%9D%E6%A0%BC%EF%BC%8D%E9%A9%AC%E5%A4%B8%E7%89%B9%E6%96%B9%E6%B3%95

{\displaystyle (\mathbf {J} ^{\mathrm {T} }\mathbf {J} +\lambda \mathbf {I} ){\boldsymbol {\delta }}=\mathbf {J} ^{\mathrm {T} }[\mathbf {y} -\mathbf {f} ({\boldsymbol {\beta }})],}

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)

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转载自blog.csdn.net/mucai1/article/details/80841439