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Contents
Index
Optimisation
Subsections
Implementation
The interface
The minfx package
The optimisation space
Topology of the space
The function value
The gradient
The Hessian
Optimisation algorithms
Line search methods
The steepest descent algorithm
The coordinate descent algorithm
The BFGS algorithm
The Newton algorithm
The Newton conjugate gradient algorithm
The auxiliary step-length selection algorithm
Trust region methods
The Cauchy point algorithm
The dogleg algorithm
Steihaug's algorithm
The exact trust region
Conjugate gradient methods
Hessian modifications
Other methods
Nelder-Mead simplex
Levenberg-Marquardt algorithm
Constraint algorithms
Method of Multipliers algorithm
Logarithmic barrier constraint algorithm
Diagonal scaling
The
relax
user manual
(
PDF
), created 2020-08-26.