0000407: IMPLEMENTED: numerical differentiation support

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000407

[ALGLIB] Optimization

feature

have not tried

2011-10-17 16:11

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Platform

Status

resolved

Projection

none

OS Version

ETA

none

Fixed in Version

3.4.0

Product Version

Target Version

Product Build

Summary

0000407: IMPLEMENTED: numerical differentiation support

Description

All optimizers (BLEIC, CG, L-BFGS, LM) now support numerical differentiation. Only fixed step size is supported, but it can be different for different variables. Numerical differentiation allows fast prototyping when solving small and moderately dimensioned problems.

Steps To Reproduce

Additional Information

Programming language

Unspecified

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Issue History
Date Modified	Username	Field	Change
2011-10-17 16:11	SergeyB	New Issue
2011-10-17 16:11	SergeyB	Status	new => assigned
2011-10-17 16:11	SergeyB	Assigned To	=> SergeyB
2011-10-17 16:11	SergeyB	Programming language	=> Unspecified
2011-10-17 16:11	SergeyB	Status	assigned => resolved
2011-10-17 16:11	SergeyB	Fixed in Version	=> 3.4.0
2011-10-17 16:11	SergeyB	Resolution	open => implemented

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