Poblano v1.0 : a Matlab toolbox for gradient-based optimization.

Dunlavy, Daniel M. ; Acar, Evrim (Sandia National Laboratories, Livermore, CA) ; Kolda, Tamara Gibson (Sandia National Laboratories, Livermore, CA)

Sandia National Laboratories

关键词: 99 General And Miscellaneous//Mathematics, Computing, And Information Science;    Computers;    Programming Image Processing.;    Calculus Of Tensors.;    Optimization;   

DOI  :  10.2172/989350
RP-ID  :  SAND2010-1422
RP-ID  :  AC04-94AL85000
RP-ID  :  989350

美国|英语

来源: UNT Digital Library

【 摘 要 】

We present Poblano v1.0, a Matlab toolbox for solving gradient-based unconstrained optimization problems. Poblano implements three optimization methods (nonlinear conjugate gradients, limited-memory BFGS, and truncated Newton) that require only first order derivative information. In this paper, we describe the Poblano methods, provide numerous examples on how to use Poblano, and present results of Poblano used in solving problems from a standard test collection of unconstrained optimization problems.