scirs2_optimize::unconstrained::sparse_optimization

Function minimize_sparse_bfgs

Source 
pub fn minimize_sparse_bfgs<F, S>(
    fun: F,
    x0: Array1<f64>,
    options: &SparseOptimizationOptions,
) -> Result<OptimizeResult<S>, OptimizeError>
where
    F: Fn(&ArrayView1<'_, f64>) -> S + Clone + Sync,
    S: Into<f64> + Clone,
Expand description

Sparse BFGS algorithm for large-scale optimization