| Safe Haskell | None |
|---|---|
| Language | Haskell2010 |
Optimization.LineSearch.BFGS
- bfgs :: (Metric f, Additive f, Foldable f, Traversable f, Applicative f, Fractional a, Epsilon a) => LineSearch f a -> (f a -> f a) -> f (f a) -> f a -> [f a]
- module Optimization.LineSearch
Broyden-Fletcher-Goldfarb-Shanna (BFGS) method
Arguments
| :: (Metric f, Additive f, Foldable f, Traversable f, Applicative f, Fractional a, Epsilon a) | |
| => LineSearch f a | line search method |
| -> (f a -> f a) | gradient of function |
| -> f (f a) | inverse Hessian at starting point |
| -> f a | starting point |
| -> [f a] | iterates |
Broyden–Fletcher–Goldfarb–Shanno (BFGS) method
bfgs search df b0 x0 where b0 is the inverse Hessian (the
identity is often a good initial value).
Step size methods
module Optimization.LineSearch