function[objective,constraint] = mysvmfun(x,cdata,grp) SVMModel = fitcsvm(cdata,grp,'KernelFunction','rbf',...'BoxConstraint',x.box,...'KernelScale',x.sigma); objective = kfoldLoss(crossval(SVMModel)); constraint = sum(SVMModel.SupportVectors) - 100.5; ...
The Lagrange dual problem \left( 0.16 \right) is a convex optimization problem, since the objective to be maximized is concave and the constraint is convex. This is the case whether or not the primal problem \left( 0.1\right) is convex. The optimal value of the Lagrange dual problem, ...
Constraint optimization problem (COP) (约束优化问题) 定义 "defined as a regular constraint satisfaction problem in which constraints are weighted and the goal is to find a solution maximizing the weight of satisfied constraints." (Wikipedia) 定义一个objective function, 对于CSP的每一个解, 计算出obje...
2 约束逻辑规划 Constraint Logic Programming 3 顺序安排 Ordering 4 分段线性模型 Piecewise-linear Models 5 MILP建模 Modeling Mixed Integer Nonlinear Programs ■ 4 求解方法 Solution Methods 1 分支定界 Branch-and-bound 2 基础分支定界的扩展 Extensions to Basic Branch-and-bound 3 列生成 Column Gen...
The relaxation of any of these conditions would constitute a problem that would fall under the purview of SO. Most algorithms focus on problems that either have solely discrete choices, or solely continuous decisions to make. Each constraint may be thought of as representing additional outputs from...
Thus a new vector of variables is calculated, which may replace one of the current vertices, either to improve the shape of the simplex or because it is the best vector that has been found so far, according to a merit function that gives attention to the greatest constraint violation. The...
Objective—Objective function scalarOptimizationExpression|structure containing scalarOptimizationExpression Constraints—Optimization constraints OptimizationConstraintobject|OptimizationEqualityobject|OptimizationInequalityobject|structure containingOptimizationConstraint,OptimizationEquality, orOptimizationInequalityobjects ...
pointforx.Aineq Matrixforlinear inequality constraints.bineq Vectorforlinear inequality constraints.Aeq Matrixforlinear equality constraints.beq Vectorforlinear equality constraints.lb Vector of lower bounds.ub Vector of upper bounds.nonlcon Nonlinear constraintfunction.solver'fmincon'.options Options created ...
Powell, M.J.D.: A direct search optimization method that models the objective and constraint functions by linear interpolation. In: Gomez, S., Hennart, J.-P. (eds.) Advances in Optimization and Numerical Analysis, pp. 51–67. Springer, Dordrecht (1994) ...
f0:Rn→R:目标函数/损失函数(objective function/cost function) 取最大值时,这个函数也叫作效用函数(utility function) fi(x)≤0:不等式约束(inequality constraint) hi(x)=0:等式约束(equality constraint) m=p=0时,无约束(unconstrained)优化问题 优化问题的域:domain ...