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ShkalikovOleh / OptAlg

Reimplementation of optimization algorithms.
MIT License
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Add quasi newton optimization methods #27

Closed ShkalikovOleh closed 3 years ago

ShkalikovOleh commented 3 years ago

Add method that use inverse hessian approximation.

  1. Broyden
  2. DFP
  3. SR1
  4. BFGS