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理论部分参考《Practical Optimization》中4.4节，代码如下： OneDimensionalOptimization。h#ifndef _OneDimensionalOptimization_#define _OneDimensionalOptimization_#include using namespace std;class OneDimensio

/*无约束多维优化*/MultidimensionalOptimization.h#ifndef _MultidimensionalOptimization_#define _MultidimensionalOptimization_#include #include #include "OneDimensionalOptimization.h"using na

OneDimensionalOptimization.h#ifndef _OneDimensionalOptimization_#define _OneDimensionalOptimization_#include using namespace std;class OneDimensionalOptimization{private:public:

参考参考了《Practical Optimization Methods With Mathematic Applications》中的8.4节中介绍的有效集法（Active-Set），有效集法只能优化中等规模的最优化问题，如果是大规模的最优化问题，应该采用其它算法，代码如下：（代码执行环境VS2010）QP.h#ifndef _QP_#define _QP_#pragma comment

MultidimensionalOptimization.h#ifndef _MultidimensionalOptimization_#define _MultidimensionalOptimization_#include #include #include "OneDimensionalOptimization.h"using namespace std;class