Derivative-Based Optimization with User-Defined Convergence Criteria


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Documentation for package ‘optimflex’ version 0.1.0

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bfgs Broyden-Fletcher-Goldfarb-Shanno (BFGS) Optimization
dfp Davidon-Fletcher-Powell (DFP) Quasi-Newton Optimization
dogleg Dogleg Trust-Region Optimization
double_dogleg Double Dogleg Trust-Region Optimization
fast_grad Fast Numerical Gradient
fast_hess Fast Numerical Hessian
fast_jac Fast Numerical Jacobian
gauss_newton Gauss-Newton Optimization
is_pd_fast Fast Positive Definiteness Check
l_bfgs_b Limited-memory BFGS with Box Constraints (L-BFGS-B)
modified_newton Modified Newton-Raphson Optimization
newton_raphson Pure Newton-Raphson Optimization