function?[x?iter]?=?bfgs（H?x0?max_iter?TOL）?
%?Performs?the?quasi-Newton?BFGS?method?for?a?unconstrained?optimization
%?problems?
%?Line?search?termination?criteria?are?the?Wolfe?conditions
%========================================================================
%?H???????:initial?inverse?Hessian?estimate?（must?be?symmetric?positive
%??????????definite?recommended?intial?value:?eye（n）?==?identity?matrix）.
%?x0??????:?Starting?point.
%?max_iter:?maximum?number?of?iterations.
%?TOL?????:?tolerance?for?the?gradient.
%------------------------------------------------------------------------
k?=?0;
fprintf（‘\n??x?0?=?‘）;
fprintf（‘????%10.6f‘?x0）;

x?=?x0;
g?=?gradient（x）;

while?norm（g）?>?TOL?&?k?<=?max_iter
????d?=?-H*g;
????afa?=?wolfe_search（xgd）;
????s?=?afa*d;

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

????.CA....??????1201??2006-03-06?09:02??MATLAB\BFGS\bfgs.m

????.CA....???????468??2006-03-06?10:26??MATLAB\BFGS\bfgs_main.m

????.CA....???????193??2006-03-06?08:57??MATLAB\BFGS\fun.m

????.CA....???????234??2006-03-06?09:02??MATLAB\BFGS\gradient.m

????.CA....??????1293??2006-03-06?09:02??MATLAB\BFGS\wolfe_search.m

????.CA....???????367??2006-03-03?11:56??MATLAB\SQP\ecqp.m

????.CA....???????251??2006-03-06?10:02??MATLAB\SQP\firstConstraintFunction.m

????.CA....???????221??2006-03-06?09:35??MATLAB\SQP\firstobjectFunction.m

????.CA....???????220??2006-03-06?09:42??MATLAB\SQP\meritf.m

????.CA....???????311??2006-03-04?13:38??MATLAB\SQP\meritfjs.m

????.CA....??????2044??2006-06-22?16:04??MATLAB\SQP\sqp.m

????.CA....???????342??2006-03-06?09:59??MATLAB\SQP\sqp_main.m

????.CA....?????84750??2006-03-07?09:20??MATLAB\TEX\matlab.pdf

????.CA....?????21061??2006-03-07?09:48??MATLAB\TEX\matlab.tex

????.CA....???????869??2006-03-06?08:37??MATLAB\共軛梯度法\cg.m

????.CA....???????521??2006-03-06?08:51??MATLAB\共軛梯度法\CG_main.m

????.CA....??????5519??2006-03-06?09:22??MATLAB\積極集法\asm4qp.m

????.CA....???????648??2006-03-06?09:19??MATLAB\積極集法\asm_main.m

????.CA....???????333??2006-03-06?09:03??MATLAB\積極集法\ecqp.m

????.CA....???????897??2006-03-06?09:04??MATLAB\積極集法\lp4fp.m

????.C.D...?????????0??2009-02-08?00:04??MATLAB\BFGS

????.C.D...?????????0??2009-02-08?00:04??MATLAB\SQP

????.C.D...?????????0??2009-02-08?00:04??MATLAB\TEX

????.C.D...?????????0??2009-02-08?00:04??MATLAB\共軛梯度法

????.C.D...?????????0??2009-02-08?00:04??MATLAB\積極集法

????.C.D...?????????0??2009-02-08?00:04??MATLAB

-----------?---------??----------?-----??----

???????????????121743????????????????????26