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ID | Category | Severity | Reproducibility | Date Submitted | Last Update | ||
0000371 | [ALGLIB] Solvers | feature | have not tried | 2010-08-24 22:13 | 2010-08-24 22:14 | ||
Reporter | SergeyB | View Status | public | ||||
Assigned To | SergeyB | ||||||
Priority | normal | Resolution | implemented | ||||
Status | resolved | Product Version | |||||
Summary | 0000371: IMPLEMENTED: nonlinear solver | ||||||
Description |
New nonlinear Levenberg-Marquardt-like solver was implemented. Its essential features are: * weak requirements on the system being solved (Jacobian non-singularity assumption is dropped) * global convergence * quadratic convergence in the neighborhood of solution * same set of additional options as for optimization algorithms: reports, limit on step size, efficient restarts |
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Additional Information | |||||||
Programming language | Unspecified | ||||||
Attached Files | |||||||
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