Module bfgs

source code

Quasi-Newton Broyden-Fletcher-Goldfarb-Shanno (BFGS) nonlinear optimization.

This file is part of the minfx optimisation library.

Classes

[hide private]

Bfgs

Functions

[hide private]

bfgs(func=None, dfunc=None, args=(), x0=None, min_options=None, func_tol=1e-25, grad_tol=None, maxiter=1000000.0, a0=1.0, mu=0.0001, eta=0.9, full_output=0, print_flag=0, print_prefix='')
Quasi-Newton BFGS minimisation. source code

Variables

[hide private]

__package__ = 'minfx'

Imports: dot, float64, identity, outer, Line_search, Min