非线性规划用的拟牛顿​是BFGS还是DFP​，如何调用BFGS法​？。

命令：

x0 = [1,1,1]; % Make a starting guess at the solution

options = optimset('Algorithm','active-set');

[x,fval,exitflag,output,lambda,grad,hession]=fmincon(@objfun,x0,[],[],[],[],[],[],@confun,options)

计算结果如下：

output =

iterations: 13

funcCount: 179

lssteplength: 1

stepsize: 0

algorithm: 'medium-scale: SQP, Quasi-Newton, line-search'

firstorderopt: 100

constrviolation: 0.5000

message: [1x745 char]

其中的Quasi-Newton是BFGS还是DFP？

Answer 1

[lobeliy]

是BFGS: http://www.mathworks.com/help/optim/ug/fmincon.html

打开链接，点击最底部的 Algorithms 即可看到