Module quasinewton

Source
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