Man pages for r-glennie/fmin
Minimize a multivariate function

backtrackBacktrack to find a new candidate step size
bfgs_updateUpdate inverse Hessian by BFGS method
check_fminCheck optimization from data stored during iterations in fmin
check_stopCheck if stopping criterion satisified
fminMinimize a function f using a Quasi-Newton method
get_newton_stepDo a Newton update with inverse Hessian
linesearchPerform line search in direction of newton step
zoomZoom in on step size given interval where Wolfe conditions...
r-glennie/fmin documentation built on Dec. 22, 2021, 11:53 a.m.