Safe Haskell | None |
---|---|

Language | Haskell2010 |

- 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

:: (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