0000327: IMPLEMENTED: improved Levenberg-Marquardt optimizer

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Severity

Reproducibility

Date Submitted

Last Update

0000327

[ALGLIB] Optimization

feature

have not tried

2010-04-12 11:23

2010-04-12 13:10

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000327: IMPLEMENTED: improved Levenberg-Marquardt optimizer

Description

* improved interface (backward incompatible changes), default values are used to initialize algorithm parameters. Once MinLMState is initialized, parameters may be tuned with functions from MinLMSetXXXXXX() family.
* MinLMXXX() is renamed to MinLMCreateXXX(). LMState is renamed to MinLMState. LMReport is renamed to MinLMReport.
* ability to set maximum step (useful when minimizing fast growing functions)

Additional Information

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Unspecified

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Issue History
Date Modified	Username	Field	Change
2010-04-12 11:23	SergeyB	New Issue
2010-04-12 11:23	SergeyB	Status	new => assigned
2010-04-12 11:23	SergeyB	Assigned To	=> SergeyB
2010-04-12 11:23	SergeyB	Programming language	=> Unspecified
2010-04-12 11:24	SergeyB	Status	assigned => resolved
2010-04-12 11:24	SergeyB	Fixed in Version	=> [NOT RELEASED YET] Next release
2010-04-12 11:24	SergeyB	Resolution	open => implemented
2010-04-12 13:08	SergeyB	Description Updated
2010-04-12 13:10	SergeyB	Description Updated

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