Class | Description |
---|---|
FirstOrderMinimizer |
This implements the steepest descent line search using the first order expansion of the Taylor's series.
|
GaussNewtonMinimizer |
The Gauss-Newton method is a steepest descent method to minimize a real vector function in the form:
/[
f(x) = [f_1(x), f_2(x), ..., f_m(x)]'
/]
The objective function is
/[
F(x) = f' %*% f
]/
|
GaussNewtonMinimizer.MySteepestDescent | |
NewtonRaphsonMinimizer |
The Newton-Raphson method is a second order steepest descent method that is based on
the quadratic approximation of the Taylor series.
|
SteepestDescentMinimizer |
A steepest descent algorithm finds the minimum by moving along the negative of the steepest
gradient direction.
|
Enum | Description |
---|---|
FirstOrderMinimizer.Method |
the available methods to do line search
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.