Summary
Algorithms for finding the minimum of real function.
Description
Collection provides the following algorithms for finding the minimum of f(X): Nelder-Mead (Simplex), Quasi-Newton (BFGS or DFP update scheme), Levenberg-Marquardt (Marquardt), TR (Trust Region), and Conjugate Gradient (Fletcher - Reeves or Polak - Ribiere update scheme) It also includes the Brent algorithm for minimizing function of single variable.
Routines
| Name | Summary |
|---|
| BFGS | Minimizes the function of several variables by using the Quasi-Newton optimization algorithm. |
| ConjGrad | Minimizes the function of several variables by using the Conjugate gradient optimization algorithm. |
| Marquardt | Minimizes the function of several variables by using the Marquardt optimization algorithm. |
| MinBrent | Minimizes single variable function. |
| Simplex | Minimizes the function of several variables by using the Nelder-Mead (Simplex) optimization method. |
| TrustRegion | Trust region algorithm for finding minimum of vector function. |
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