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ShkalikovOleh / OptAlg

Reimplementation of optimization algorithms.
MIT License
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Add QuasiNewton method #28

Closed ShkalikovOleh closed 3 years ago

ShkalikovOleh commented 3 years ago

Close #27 Add quasi newton optimization methods:

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

Add new step optimizers:

  1. Armijo Backtracking(replace step division)
  2. Fixed(constant step size)
  3. BisectionWolfe(for satisfying Wolfe conditions)