Module quasi_newton

Module quasi_newton 

Source
Expand description

Quasi-Newton algorithms with different update formulas (SR1, DFP, BFGS)

Enums§

UpdateFormula
Update formula for Quasi-Newton methods

Functions§

minimize_dfp
minimize_quasi_newton
Implements quasi-Newton algorithm with different update formulas
minimize_sr1
Convenience functions for specific quasi-Newton methods