minFunc_2012 一个最优化的Matlab工具箱

一个国外开发者写的Matlab工具箱，主要用于优化无无约束的问题。

clear all

nInst = 250;
nVars = 10;
X = randn（nInstnVars）;
w = randn（nVars1）;
y = sign（X*w + randn（nInst1））;

wTest = randn（nVars1）;

fprintf（‘Testing gradient using forward-differencing...\n‘）;
order = 1;
derivativeCheck（@LogisticLosswTestorder1Xy）;

fprintf（‘Testing gradient using central-differencing...\n‘）;
derivativeCheck（@LogisticLosswTestorder2Xy）;

fprintf（‘Testing gradient using complex-step derivative...\n‘）;
derivativeCheck（@LogisticLosswTestorder3Xy）;

fprintf（‘\n\n\n‘）;
pause

fprintf（‘Testing Hessian using forward-differencing\n‘）;
order = 2;
derivativeCheck（@LogisticLosswTestorder1Xy）;

fprintf（‘Testing Hessian using central-differencing\n‘）;
order = 2;
derivativeCheck（@LogisticLosswTestorder2Xy）;

fprintf（‘Testing Hessian using complex-step derivative\n‘）;
order = 2;
derivativeCheck（@LogisticLosswTestorder3Xy）;

fprintf（‘\n\n\n‘）;
pause

fprintf（‘Testing gradient using fastDerivativeCheck...\n‘）;
order = 1;
fastDerivativeCheck（@LogisticLosswTestorder1Xy）;
fastDerivativeCheck（@LogisticLosswTestorder2Xy）;
fastDerivativeCheck（@LogisticLosswTestorder3Xy）;

fprintf（‘\n\n\n‘）;
pause

fprintf（‘Testing Hessian using fastDerivativeCheck...\n‘）;
order = 2;
fastDerivativeCheck（@LogisticLosswTestorder1Xy）;
fastDerivativeCheck（@LogisticLosswTestorder2Xy）;
fastDerivativeCheck（@LogisticLosswTestorder3Xy）;

 属性            大小     日期    时间   名称
----------- ---------  ---------- -----  ----
     目录           0  2012-11-06 09:57  minFunc_2012\
     目录           0  2012-11-06 09:57  minFunc_2012\autoDif\
     文件        1319  2012-03-26 16:03  minFunc_2012\autoDif\autoGrad.m
     文件        1184  2012-03-26 16:02  minFunc_2012\autoDif\autoHess.m
     文件         371  2011-01-04 17:55  minFunc_2012\autoDif\autoHv.m
     文件        1338  2012-03-16 18:30  minFunc_2012\autoDif\autoTensor.m
     文件        1034  2012-03-26 16:34  minFunc_2012\autoDif\derivativeCheck.m
     文件        1704  2012-03-26 16:36  minFunc_2012\autoDif\fastDerivativeCheck.m
     文件        1392  2012-03-26 16:37  minFunc_2012\example_derivativeCheck.m
     文件        2421  2011-01-04 17:55  minFunc_2012\example_minFunc.m
     目录           0  2012-11-06 09:57  minFunc_2012\logisticExample\
     文件         417  2011-01-04 17:49  minFunc_2012\logisticExample\LogisticDiagPrecond.m
     文件         216  2011-01-04 17:50  minFunc_2012\logisticExample\LogisticHv.m
     文件         709  2012-02-07 15:55  minFunc_2012\logisticExample\LogisticLoss.m
     文件        2449  2012-03-26 16:03  minFunc_2012\logisticExample\example_minFunc_LR.m
     文件         228  2011-01-04 17:55  minFunc_2012\logisticExample\mylogsumexp.m
     文件         266  2012-03-26 17:04  minFunc_2012\mexAll.m
     目录           0  2012-11-06 09:58  minFunc_2012\minFunc\
     文件        4533  2011-01-04 17:55  minFunc_2012\minFunc\ArmijoBacktrack.m
     文件       10590  2012-04-03 15:44  minFunc_2012\minFunc\WolfeLineSearch.m
     目录           0  2012-11-06 09:57  minFunc_2012\minFunc\compiled\
     文件        8264  2012-03-16 20:18  minFunc_2012\minFunc\compiled\lbfgsAddC.mexa64
     文件        8800  2012-03-26 17:20  minFunc_2012\minFunc\compiled\lbfgsAddC.mexmaci64
     文件        7168  2012-04-26 09:11  minFunc_2012\minFunc\compiled\lbfgsAddC.mexw64
     文件        7707  2011-01-04 17:55  minFunc_2012\minFunc\compiled\lbfgsC.mexa64
     文件        7733  2011-01-04 17:55  minFunc_2012\minFunc\compiled\lbfgsC.mexglx
     文件        9500  2011-01-04 17:55  minFunc_2012\minFunc\compiled\lbfgsC.mexmac
     文件       12660  2011-01-04 17:55  minFunc_2012\minFunc\compiled\lbfgsC.mexmaci
     文件        8800  2011-08-29 09:17  minFunc_2012\minFunc\compiled\lbfgsC.mexmaci64
     文件        7168  2011-01-04 17:55  minFunc_2012\minFunc\compiled\lbfgsC.mexw32
     文件        9728  2011-01-04 17:55  minFunc_2012\minFunc\compiled\lbfgsC.mexw64
............此处省略30个文件信息