Module quasinewton

Expand description

§Quasi-Newton methods

§Reference

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

Structs§

BFGS: BFGS method
DFP: Davidon-Fletcher-Powell (DFP) method
LBFGS: Limited-memory BFGS (L-BFGS) method
SR1: Symmetric rank-one (SR1) method
SR1TrustRegion: SR1 Trust region method