clear?all
close?all;
clc;
n=30;
alpha=0.5;
thre=1e-3;
A?=?gallery（‘moler‘nalpha）;
b=randn（n1）;
L=?max（eig（A））;
x=zeros（n1）;
k=1;
f_gd=[];
%classic?gradient?descent
while?（norm（A*x?+?b）>thre）
????x=x-1/L*（A*x?+?b）;
????f_gd（k）=.5*x‘*A*x+b‘*x;
????k=k+1;
end

%Nesterov‘s?method
x_0=zeros（n1）;
x_1=zeros（n1）;
a=1;
j=1;
f_nest=[];
while?（norm（A*x_1+b）>thre）
t=2*（a-1）/（1+sqrt（4*a^2+1））;
y=（1?+?t）*x_1-t*x_0;
x_0=x_1;
x_1=y-1/L*（A*y+b）;
a=.5*（1+sqrt（1+4*a^2））;
f_nest（j）=.5*x_1‘*A*x_1+b‘*x_1;
j=j+1;
end
p1=plot（1:k-1f_gd‘-‘）;
hold?on
p2=plot（1:j-1f_nest‘-red‘）;
plot（1:k-1-.5*b‘*inv（A）*b*ones（k-11）‘-k‘）;
legend（[p1p2]‘Classic?Gradient?Descent‘‘Nesterov?optimal?method‘）
????
????
????

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

?????文件?????854628??2015-09-15?12:15??凸優化\0-course?infor&?demo.pdf

?????文件?????157454??2015-09-15?23:17??凸優化\1-background.pdf

?????文件????7919642??2015-11-05?21:00??凸優化\12_Sparse?Opt.pdf

?????文件?????362496??2015-11-05?21:48??凸優化\13_ADMM.pdf

?????文件?????893372??2015-11-09?19:10??凸優化\14_BCD&MM.pdf

?????文件?????338549??2015-09-17?14:05??凸優化\2_convex_sets.pdf

?????文件?????293025??2015-10-11?15:25??凸優化\3_convex_functions.pdf

?????文件?????343854??2015-10-12?09:30??凸優化\4_convex_problems.pdf

?????文件????8055280??2015-09-15?12:15??凸優化\5_nBSS.pdf

?????文件?????697540??2015-10-04?20:01??凸優化\6_1?FJ?and?KKT（update）.pdf

?????文件?????232760??2015-10-13?22:27??凸優化\6_Lagrange_duality.pdf

?????文件????2419103??2015-10-04?20:02??凸優化\7_Application?of?KKT?and?rank?reduction.pdf

?????文件?????233559??2015-10-11?14:19??凸優化\8_1_Proof_SDR_Approx_Accuracy.pdf

?????文件????1723548??2015-10-20?22:28??凸優化\8_SDR.pdf

?????文件?????881666??2015-11-02?15:51??凸優化\9_smooth?unconstrained?minimization.pdf

?????文件????6507518??2015-09-15?12:15??凸優化\A?convex?analysis?framework?for?blind?separation?of?non-negative?sources.pdf

?????文件?????794236??2015-11-02?19:14??凸優化\admm_distr_stats.pdf

?????文件??????96877??2015-10-04?20:01??凸優化\cvx_lecture_slides.pdf

?????文件?????568236??2015-10-04?20:01??凸優化\cvx_user_guide.pdf

?????文件?????810415??2015-10-30?14:46??凸優化\FISTA.pdf

?????文件??????25613??2015-09-17?23:15??凸優化\homework-1.pdf

?????文件??????38780??2015-10-11?14:19??凸優化\hw-2.pdf

?????文件????1867354??2015-10-11?14:19??凸優化\Improved?Approximation?Algorithms?for?MAX?CUT?and?SAT?using?SDP.pdf

?????文件?????106105??2015-10-04?20:01??凸優化\KKT?proof?（1）.pdf

?????文件?????117527??2015-10-04?20:01??凸優化\KKT?proof?（2）.pdf

?????文件??????94297??2015-10-22?10:41??凸優化\latex?template.rar

?????文件????????753??2015-11-02?19:14??凸優化\Nesterov.m

?????文件??????48042??2015-10-22?10:49??凸優化\project_description_2015.pdf

?????文件?????830678??2015-10-04?20:01??凸優化\Rank-Constrained?Separable?SDP?with?app?to?BF.pdf

?????文件????1869906??2015-10-04?20:01??凸優化\SPM-SDR.pdf

............此處省略4個文件信息