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Nonlinear conjugate gradient (Polak-Ribiere+): steepest descent’s cost per iteration with far better search directions on ill- conditioned valleys, no matrix storage.
Functions§
- conjugate_
gradient - Minimize
ffromx0by Polak-Ribiere conjugate gradient with thebeta >= 0safeguard (automatic restart to steepest descent).gradfalls back to central finite differences when absent.