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Optimization.LineSearch.BFGS
- bfgs :: (Metric f, Additive f, Distributive 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]
Documentation
bfgs :: (Metric f, Additive f, Distributive 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]Source
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).