1 理学院 《最优化原理与算法》 实验指导书 王凯编写 适用专业：信息与计算科学、数学与应用数学 贵州大学 二 O 一一年二月 2 前言 最优化原理与算法课程是我校信息与计算科学的必修课，同时是数学与应用数学专业的选修课程。如何使学生掌握所学优化方法，并将其在实践问题中获得检验，以及如何将理论、方法、求解问题等环节有机结合是该门课程的宗旨；因此该实验课程经过实践环节的训练，学生在实验中，掌握数学规划方法的实际使用，培养学生解决实际问题、掌握优化方法的能力和培养团队合作精神。此课程以介绍线性规划作为切入点，逐层次对几种类型优化问题详细介绍一些经典的优化方法，并借助 Matlab 工具箱，介绍若干优化方法的具体操作流程，内容深入浅出，学生易于掌握。要求学生能熟练应用Matlab 优化工具箱解决课本上各种测试优化问题及综合性实验内容。在所有实验项目中，实验七为综合性实验，共 6学时，其它为验证性实验，共 30 学时。注意：信息与计算科学专业必须完成指导书中所有实验，数学与计算数学专业必须完成实验七，并在其余实验中任选三项完成。 3 目录 1、实验一：Matlab 优化工具箱························································································4 2、实验二：线性规划·······································································································6 3、实验三: 无约束非线性规划·························································································7 4、实验四: 约束非线性规划·····························································································8 5、实验五: 多目标规划······························································································...
