优化算法中的起始值

Question

我正在尝试在 C# 的 Accord.net 数学包中使用 L-BFGS 求解器。但是，我找不到如何定义优化的起始值。我们如何定义它？

根据官方例子，下面的语法定义了优化过程中x的初始值。但是，它在以下示例中无法正常工作 - 好像算法使用了另一个起点。


//Target function to minimize;
public double f(double[] x) { 
   double z = Math.Cos(x[0])-0.2*x[0] + x[1] * x[1]; //Function with multiple local minima : x ~ { (2n+1)pi , 0 }
   return z;
  }

//Gradient
  public double[] g(double[] x) { 
      double[] grad = {-Math.Sin(x[0])-0.2 , 2 * x[1]};
      return grad;
  }

  double[] x = {3*3.141592,0}; // Starting value (local minimum, -2.88)

  var lbfgs = new BroydenFletcherGoldfarbShanno(numberOfVariables: 2, function: f, gradient: g);

  bool success = lbfgs.Minimize();
  double minValue = lbfgs.Value;
  double[] solution = lbfgs.Solution; // {3.34,0} This solution is a local min that has a higher value (-1.65) than the local min next to which we started !!

Answer 1

语法很简单： lbfgs.Minimize(x); 谢谢“500 - 内部服务器错误”！

优化算法中的起始值

Starting value in optimization algorithms

c#

accord.net