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ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
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0000319 |
[ALGLIB] Optimization |
feature |
have not tried |
2010-03-26 21:46 |
2010-04-12 11:24 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
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Priority |
normal |
Resolution |
implemented |
Platform |
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Status |
resolved |
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OS |
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Projection |
none |
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OS Version |
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ETA |
none |
Fixed in Version |
2.5.0 |
Product Version |
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Target Version |
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Product Build |
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Summary |
0000319: IMPLEMENTED: nonlinear conjugate gradient optimizer |
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Description |
Features:
* two CG methods: DY and hybrid HS-DY
* global convergence even on non-convex functions under mild conditions: grad(f) must be Lipschitz continuous in a neighborhood of a level set f(x)<f(x0). |
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Steps To Reproduce |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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