在matlab哪里可以找到障碍函数的实现?我正在尝试查看算法interior-point
是如何实现的,这就是我最后发现的fmincon.m
elseif strcmpi(OUTPUT.algorithm,interiorPoint)
defaultopt.MaxIter = 1000; defaultopt.MaxFunEvals = 3000; defaultopt.TolX = 1e-10;
defaultopt.Hessian = 'bfgs';
mEq = lin_eq + sizes.mNonlinEq + nnz(xIndices.fixed); % number of equalities
% Interior-point-specific options. Default values for lbfgs memory is 10, and
% ldl pivot threshold is 0.01
options = getIpOptions(options,sizes.nVar,mEq,flags.constr,defaultopt,10,0.01);
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA,GRAD,HESSIAN] = barrier(funfcn,X,A,B,Aeq,Beq,l,u,confcn,options.HessFcn, ...
initVals.f,initVals.g,initVals.ncineq,initVals.nceq,initVals.gnc,initVals.gnceq,HESSIAN, ...
xIndices,options,optionFeedback,finDiffFlags,varargin{:});
所以我想看看有什么障碍但失败了。
edit barrier.m
我有: