MTK++ Latest version: 0.2.0

Minimizers Directory Reference
Directory dependency graph for mtkpp/src/Minimizers/:
mtkpp/src/Minimizers/

Files

file  lbfgs.cpp
 

This class contains code for the limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm for large-scale multidimensional unconstrained minimization problems. This file is a translation of Fortran code written by Jorge Nocedal. It is distributed as part of the RISO project.


file  lbfgs.h [code]
 

This class contains code for the limited-memory Broyden-Fletcher-Goldfarb-Shanno (LBFGS) algorithm for large-scale multidimensional unconstrained minimization problems. This file is a translation of Fortran code written by Jorge Nocedal. It is distributed as part of the RISO project.


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