/numerical-optimizaiton

numerical optimizaiton methods with msnhnet

Primary LanguageC++MIT LicenseMIT

Numerical Optimization with Msnhnet.

Algorithms:

  • Unconstrained Methods
    • Steepest Descent
    • Newton
    • Damped Newton
    • Newton Levenberg Marquardt
    • Quasi Newton (DFP/BFGS Armijo)
  • Nonlinear Least Squares Problems
    • Gauss Newton
    • Gauss Newton Small Jacobian
    • Levenberg Marquardt
    • Levenberg Marquardt Small Jacobian
  • Constrained Methods
    • todo...

Requirements

  • Msnhnet Lib (Please set "BUILD_USE_MSNHCV_GUI" ON && check out the newest version)