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Large Scale Optimization Templates

C++ templates with generic nonlinear optimization algorithms

Highly tunable, simple to use collection of the templates, containing a set of classes for solving unconstrained large scale nonlinear optimization problems. Currently it contains: -- Limited Memory Quasi Newton (L-BFSG) -- BFSG -- Conjugate Gradient -- Gradient Descent -- Wolf condition Line Search -- Backtracking Line Search -- Exact Golden Search -- Golden Search with Wolf condition We also distribute a set of tests with the library.

Downloads: 0 This Week

Last Update: 2014-06-06
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