Module argmin::solver::quasinewton

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§Quasi-Newton methods

§Reference

Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

Structs§

  • BFGS method
  • Davidon-Fletcher-Powell (DFP) method
  • Limited-memory BFGS (L-BFGS) method
  • Symmetric rank-one (SR1) method
  • SR1 Trust region method