├── LectureNotes ├── 第10章 │ ├── 第10.1节 最速下降法.png │ ├── 第10.2节 牛顿法.png │ ├── 第10.3节 共轭方向法.png │ └── 第10.4节 拟牛顿法.png ├── 第11章 │ ├── 第11.1节 交替方向法.png │ ├── 第11.2节 单纯形法.png │ └── 第11.3节 差分拟牛顿法.png ├── 第12章 │ ├── 第12.1节 Zoutendijk可行方向法.png │ ├── 第12.2节 Rosen投影梯度法.png │ └── 第12.4节 Frank-Wolfe方法.png ├── 第13章 │ ├── 第13.1节 外点罚函数法.png │ └── 第13.2节 内点罚函数法.png ├── 第1章 │ ├── 第1.1节 课程介绍.pptx │ ├── 第1.2节 最优化问题举例.png │ ├── 第1.3节 最优化问题的模型及分类.png │ ├── 第1.4节 凸集和凸函数.png │ └── 第1.5节 数学预备知识.png ├── 第2章 │ ├── 第2.1节 标准形式及图解法.png │ └── 第2.2节 基本性质.png ├── 第3章 │ └── 第3.1节 单纯形方法原理.png ├── 第4章 │ ├── 第4.0节 线性规划对偶之通俗解释.png │ └── 第4.1节 线性规划中的对偶理论.png ├── 第7章 │ ├── 第7.1节 无约束优化问题的极值条件.png │ ├── 第7.2节 约束极值问题的最优性条件.png │ └── 第7.3节 对偶及鞍点问题.png └── 第9章 │ ├── 第9.0节 无约束优化问题的算法结构.png │ ├── 第9.1节 一维搜索的概念.png │ ├── 第9.2节 试探法.png │ ├── 第9.3节 函数逼近法.png │ └── 第9.4节 非精确线搜索.png ├── README.md └── code ├── 1 ├── 10_1SteepDesecntDirection+BisectionMethod ├── Bisection.m ├── SteepestDescentDirctionMehtod.m ├── objfun.m ├── objfun_grad.m └── phi.m ├── 10_1SteepestDescentDirectionMethod ├── SteepestDesDirMethod.asv ├── SteepestDesDirMethod.m ├── grad_obj.m ├── obj.m ├── phi.m └── test.m ├── 10_2NewtonMethod ├── H_obj.m ├── NewtonMethod.m ├── grad_obj.m ├── handel.wav ├── obj.m ├── phi.m └── test.m ├── 10_3ConjugateGradientMethod ├── ConjugateGradientMethod.asv ├── ConjugateGradientMethod.m ├── grad_obj.m ├── obj.m ├── phi.m └── test.m ├── 10_4QuasiNewtonMethod ├── QuasiNewtonMethod.asv ├── QuasiNewtonMethod.m ├── grad_obj.m ├── obj.m ├── phi.m └── test.m ├── 11_1Cyclic coordinate method ├── Cyclic_Coordinate_Method.m ├── objective_fun.m └── theta.m ├── 11_2Hooke Jeeves mathod ├── Hooke_Jeeves_Method.m ├── objective_fun.m └── theta.m ├── 11_3Risenbriock method ├── Gram_Schmidt_Procedure.m ├── Risenbriock_Method.m ├── objective_fun.m └── theta.m ├── 11_4Simplex method ├── Simplex_Method.m ├── objective_fun.m └── test.m ├── 11_5Trust region method ├── Hessian.m ├── Trust_Region_Method.m ├── gradient.m ├── mk.m └── objective_fun.m ├── 12_1ZoutendijkMethodforLinearConstraints ├── main.m ├── objfun.m └── zoutendijk.m ├── 12_2RosenGradientProjectMethod ├── main.m ├── objfun.m └── rosen.m ├── 12_4Frank-WolfeMethod ├── frank_wolfe.m ├── main.m └── objfun.m ├── 13_1ExteriorPenaltyFunctionMethod ├── conFun.m ├── exteriorPenalty.m ├── main.m └── objFun.m ├── 13_2BarrierFunctionMethod ├── barrierFunctionMethod.m ├── conFun.m ├── main.m └── objFun.m ├── 3_1SimplexMethod ├── linProg.m └── main.m ├── 9_1ExactLineSearch ├── Bisection.m ├── Fibonaccimethod.m ├── Goldenmethod.asv ├── Goldenmethod.m ├── P2_fibonacci.m └── obj1.m └── 9_2InexactLineSearch ├── figure1.m ├── figure2.m ├── grad_obj2.m ├── inexactlinesearch_AG.m ├── inexactlinesearch_WP.m ├── obj2.m ├── phi.m ├── test.m └── test2.m /LectureNotes/第10章/第10.1节 最速下降法.png: -------------------------------------------------------------------------------- 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