/Project2

Optimization Project for CISC820

Primary LanguageMATLAB

Project2

Optimization Project for CISC820

If you'd like to run this project, please follow the two steps, it's simple and easy. :)

1

run the parameter configuration file to prepare the best practiced parameter configuration for this project.

For function1, run test.m or test1.m.

For function2, run test2.m.

For function3, run test3.m.

2

run this command in the command window

[x, y, ~, k] = general_optimize(@f_function number(1,2,3),@g_function number(1,2,3),@h_function number(1,2,3),x_0,N,delta1,c,alpha,rho,method number(1,2,3,4),function number(1,2,3))

method1 : gradient descent method2 : newton method3 : quasi-newton method4 : conjugate gradient descent

The function numbers correspond to the function numbers in Project Description document.