| Interface | Description |
|---|---|
| LineSearch |
Line search defines a method of minimizing a function φ(α) =
f(x+α p) where α > 0 is a scalar value, and
x and p are fixed vectors.
|
| Optimizer |
This interface provides the contract for a multivariate numerical optimization method.
|
| Optimizer2 |
This interface defines a contract for multivariate function minimization.
Different optimization methods will use or require different amounts of information. |
| Class | Description |
|---|---|
| BacktrackingArmijoLineSearch |
An implementation of Backtraking line search using the Armijo rule.
|
| BFGS |
Implementation of the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm for
function minimization.
|
| GoldenSearch |
Minimizes a single variate function in the same way that
|
| IterativelyReweightedLeastSquares |
Provides an implementation of the Iteratively Reweighted Least Squares (IRLS) algorithm for solving certain classes
of optimization problems.
|
| LBFGS |
Implementation of the Limited memory variant of
BFGS. |
| ModifiedOWLQN |
This implements the Modified Orthant-Wise Limited memory
Quasi-Newton(mOWL-QN) optimizer.
|
| NelderMead |
The Nelder-Mean algorithm is a simple directed search method.
|
| RosenbrockFunction |
The Rosenbrock function is a function with at least one minima with the value zero.
|
| WolfeNWLineSearch |
An implementation of the Wolfe Line Search algorithm described by Nocedal and
Wright in Numerical Optimization (2nd edition) on pages 59-63.
|
| Enum | Description |
|---|---|
| WolfeNWLineSearch.AlphaInit |
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