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Class Summary |
| FirstOrder |
This implements the steepest descent search using the first order expansion of the Taylor's series. |
| GaussNewton |
The Gauss-Newton method is a steepest descent method to minimize a real vector function in the form:
f(x) = [f1(x) f2(x) ... fm(x)]'
The objective function is
F(x) = f' %*% f
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| NewtonRaphson |
The Newton-Raphson method is a second order steepest descent method that is based on
the quadratic approximation of the Taylor series. |
| SteepestDescent |
A steepest descent algorithm finds the minimum by moving along the negative of the steepest g direction. |