bfgs
This package contains an implementation of BFGS, an algorithm for minimizing convex twice-differentiable functions.
BFGS is explained at a high level in the blog post introducing this package.
In this example, we minimize a 2d function:
extern crate bfgs;
extern crate ndarray;
use ;
This project uses cargo-make for builds; to build,
run cargo make all
.
License: MIT/Apache-2.0