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
    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