ShkalikovOleh / OptAlg

Reimplementation of optimization algorithms.
MIT License
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Add newton optimization method #26

Closed ShkalikovOleh closed 4 years ago

ShkalikovOleh commented 4 years ago
  1. Unified point history structure
  2. Add to step and direction history for descent methods
  3. Add step optimizer abstraction(and rewrite all descent methods via this idea)
  4. Add base newton and quasi newton methods class
  5. Add simple newton method. Direction is dot product of inverse hessian and gradient
ShkalikovOleh commented 4 years ago

Now all optimization algorithms return OptimizeResult(dict-like) object