SuanShu, a Java numerical and statistical library

Package com.numericalmethod.suanshu.optimization.unconstrained.quasinewton

Class Summary
BFGS The Broyden-Fletcher-Goldfarb-Shanno method is a quasi-Newton method to solve unconstrained nonlinear optimization problems.
DFP The Davidon-Fletcher-Powell method is a quasi-Newton method to solve unconstrained nonlinear optimization problems.
Huang Huang's updating formula is a family of formulae which encompasses the rank-one, DFP, BFGS as well as some other formulas.
McCormick Deprecated. the McCormick algorithm does not seem to work; need further investigation; don't use it.
Pearson The Pearson method.
QuasiNewton The Quasi-Newton methods in optimization are for finding local maxima and minima of functions.
RankOne The Rank One method is a quasi-Newton method to solve unconstrained nonlinear optimization problems.
 


SuanShu, a Java numerical and statistical library

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