help!(math, optimization) - Quant版 - 未名存档

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f*******g 发帖数: 79	1 有一个带八个变量的多元函数f（x_1,...x_8)，我想找local minimum. 有那位老大知道用什么可以搞定？
b***k 发帖数: 2673	2 if you could compute the gradients easily, try steepest descent or conjugate gradient iterative method. 【在 f*******g 的大作中提到】 : 有一个带八个变量的多元函数f（x_1,...x_8)，我想找local minimum. 有那位老大知 : 道用什么可以搞定？
i******d 发帖数: 54	3 用matlab函数？
c******s 发帖数: 270	4 gradient & Hessian

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