文件名称：双边约束最小二乘优化算法
文件大小：551KB
文件格式：RAR
更新时间：2014-08-02 17:20:48
双边约束 最小二乘 优化
BCLS is a software package for solving bound-constrained least-squares problems of the form.The regularization and linear terms are optional. The vectors and define upper and lower bounds on the variables . Free and fixed variables are easily accomodated by setting corresponding components of and to be and , or by setting them equal to each other. BCLS implements a two-metric projected-descent method. At each iteration, a search direction is computed that is a combination of a Newton and a scaled steepest-descent step. Some notable features of the implementation: The matrix is used only as an operator. The user needs only to provide a routine to compute the matrix-vector produts and The algorithm can take advantage of good starting points, and is capable of making very large changes to the "active-set" at each iteration. The normal equations are never formed. The user may provide perconditioners in order to accelerate the solution of the subproblems.
【文件预览】：
bcls-0.1
----COPYING(26KB)
----Welcome to BCLS!.mht(24KB)
----aclocal.m4(255KB)
----INSTALL(9KB)
----Data Structures.mht(15KB)
----config.h.in(2KB)
----examples()
--------iohb.c(60KB)
--------mat2hb.m(3KB)
--------dm2hb.m(6KB)
--------mat2hbmex.c(6KB)
--------illc1033.rra(117KB)
--------cs_malloc.c(741B)
--------cs.h(6KB)
--------iohb.h(3KB)
--------illc1850.rra(215KB)
--------bcsol.c(18KB)
--------savehb.m(879B)
--------well1033.rra(117KB)
--------cs_util.c(4KB)
--------well1033.bnd(30KB)
--------Makefile.in(14KB)
--------well1850.rra(215KB)
--------Makefile.am(950B)
----include()
--------bclib.h(4KB)
--------bctimer.h(2KB)
--------cblas.h(2KB)
--------lsqr.h(812B)
--------bcls.h(11KB)
--------bcversion.h(1KB)
--------bcsolver.h(2KB)
--------bclsqr.h(1KB)
--------bccgls.h(1KB)
----configure(397KB)
----ChangeLog(557B)
----matlab()
--------aprod.m(1KB)
--------test.m(2KB)
--------cblas.c(4KB)
--------well1033.mat(33KB)
--------Makefile.in(12KB)
--------bclsmex.c(18KB)
--------bcls.m(8KB)
--------usolve.m(302B)
--------Makefile.am(744B)
--------foo.c(110B)
----Makefile.in(20KB)
----TODO(873B)
----AUTHORS(70B)
----src()
--------lsqr.c(32KB)
--------bclib.c(20KB)
--------bccblas.c(4KB)
--------bcsolver.c(35KB)
--------Makefile.in(17KB)
--------bcversion.c(2KB)
--------bccgls.c(9KB)
--------bcdebug.c(3KB)
--------bcls.c(21KB)
--------Makefile.am(867B)
--------bctimer.c(3KB)
--------bclsqr.c(9KB)
----configure.ac(6KB)
----config()
--------missing(11KB)
--------ltmain.sh(192KB)
--------install-sh(9KB)
--------depcomp(16KB)
--------config.guess(43KB)
--------config.sub(31KB)
--------acx_matlab.m4(2KB)
----README(7KB)
----Main Page.mht(24KB)
----doc()
--------Doxyfile.in(50KB)
--------Makefile.in(9KB)
--------versionfilter.sh(90B)
--------local()
--------Makefile.am(337B)
--------license-stub.txt(1KB)
----Makefile.common(94B)
----Makefile.am(537B)