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
Reporter: SergeyB Platform:  
Assigned To: SergeyB OS:  
Priority: normal OS Version:  
Status: resolved Product Version:  
Product Build: Resolution: implemented  
Projection: none      
ETA: none Fixed in Version: 3.1.0  
Programming language: Unspecified
Summary: 0000383: IMPLEMENTED: improvements in the Levenberg-Marquardt optimizer
Description: 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.
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Issue History
Date Modified Username Field Change
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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