Module argmin::solver::quasinewton

Quasi-Newton methods

• BFGS
• DFP
• LBFGS
• SR1
• SR1TrustRegion

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