Hi~
i want to know the theory of the Optimization ,Example the theory of the AnyOptStudy, can anyone give me some relation materials,thank you.
Hello,
have you looked at the reference manual for the description of the AnyOptStudy? There you can find the general formulation of the problem that is solved.
Further you can find the different algorithms that are available to solve this optimization problems. The theory of most of the algorithms you can find in basic text books about numerical mathematics (e.g. Introduction to Numerical Analysis of Stoer et. al) or optimization (see e.g. the book of Boyd and Vandenberghe, Convex Optimization).
The conjugate direction search is based on the algorithm first published by Hestenes and Stiefel, 1952, Methods of Conjugate Gradients for Solving Linear Systems.
For the simple search algorithm you can find a good overview in the publication of Kolda, Lewis and Torczon (2003) Optimization by Direct Search: New Perspective on Some Classical and Modern Methods.
The complex method is based on the algorithm first published by Box,
1965, A new method of constrained optimization and a comparison with other method
I hope that helps.
Best regards
Daniel