0000045: IMPLEMENTED: new Levenberg-Marquardt algorithm

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Category

Severity

Reproducibility

Date Submitted

Last Update

0000045

[ALGLIB] Optimization

feature

N/A

2009-04-20 09:54

2009-07-23 12:37

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

implemented

Status

resolved

Product Version

Summary

0000045: IMPLEMENTED: new Levenberg-Marquardt algorithm

Description

Levenberg-Marquardt algorithm improvements:
* new reverse communication interface
* improved algorithm with faster convergence
* can use analytic gradient/Hessian

Additional Information

Programming language

Unspecified

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There are no notes attached to this issue.

Issue History
Date Modified	Username	Field	Change
2009-04-20 09:54	SergeyB	New Issue
2009-04-20 09:54	SergeyB	Status	new => assigned
2009-04-20 09:54	SergeyB	Assigned To	=> SergeyB
2009-04-20 09:54	SergeyB	Programming language	=> Unspecified
2009-04-20 09:56	SergeyB	Status	assigned => resolved
2009-04-20 09:56	SergeyB	Fixed in Version	=> Upcoming release
2009-04-20 09:56	SergeyB	Resolution	open => implemented
2009-07-23 12:37	SergeyB	Category	=> Optimization

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