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ID Category Severity Reproducibility Date Submitted Last Update
0000383 [ALGLIB] Optimization feature have not tried 2010-10-28 16:52 2010-10-28 16:53
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution implemented  
Status resolved   Product Version
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.
Additional Information
Programming language Unspecified
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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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