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项目作者： sunsided

项目描述 ：
(Nonlinear) optimization algorithms in C#
高级语言： C#
项目地址: git://github.com/sunsided/optimization.git
创建时间： 2015-07-12T20:27:11Z
项目社区：https://github.com/sunsided/optimization
开源协议：European Union Public License 1.1
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(Nonlinear) Optimization Library

This library aims to implement different mathematical optimization algorithms, such as regular and conjugate gradient descent. Mathematics is backed by Math.NET Numerics.

Gradient Descent Algorithms

  • Resilient Error Gradient Descent

Conjugate Gradient Descent Algorithms

  • Hager-Zhang (“CG_DESCENT”)
  • Polak-Ribière (supporting preconditioning)
  • Fletcher-Reeves

Line Search Algorithms

  • Secant
  • Hager-Zhang with quadratic stepping

Cost Functions

  • Residual Sum of Squares