Mantis - ALGLIB
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|ID:||Category:||Severity:||Reproducibility:||Date Submitted:||Last Update:|
|383||Optimization||feature||have not tried||2010-10-28 16:52||2010-10-28 16:53|
|ETA:||none||Fixed in Version:||3.1.0|
|Summary:||0000383: IMPLEMENTED: improvements in the Levenberg-Marquardt optimizer|
New optimization mode: "V", Jacobian-free optimization. Functions vector only is used; combination of numerical differentiation and secant updates is used to calculate accurate and quick estimates of Jacobian.
We've also introduced two modes - "VJ" and "VGJ", which are intended to replace "FJ" and "FGJ" modes (they are considered obsolete, but still supported). The only difference is that former ones accept function vector while latter use merit function (squared norm of function vector).
We've decided to add new modes because function vector is more informative than merit function, and we can apply more optimizations and acceleration techniques with this kind of information about function.
|Steps To Reproduce:|
|2010-10-28 16:52||SergeyB||New Issue|
|2010-10-28 16:52||SergeyB||Status||new => assigned|
|2010-10-28 16:52||SergeyB||Assigned To||=> SergeyB|
|2010-10-28 16:52||SergeyB||Programming language||=> Unspecified|
|2010-10-28 16:53||SergeyB||Status||assigned => resolved|
|2010-10-28 16:53||SergeyB||Fixed in Version||=> NEXT RELEASE|
|2010-10-28 16:53||SergeyB||Resolution||open => implemented|
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