|
Class Summary |
| FirstOrderMinimizer |
This implements the steepest descent line search using the first order expansion of the Taylor's series. |
| GaussNewtonMinimizer |
The Gauss-Newton method is a steepest descent method to minimize a real vector function in the form:
/[
f(x) = [f_1(x), f_2(x), ..., f_m(x)]'
/]
The objective function is
/[
F(x) = f' %*% f
]/ |
| GaussNewtonMinimizer.MySteepestDescent |
|
| NewtonRaphsonMinimizer |
The Newton-Raphson method is a second order steepest descent method that is based on
the quadratic approximation of the Taylor series. |
| SteepestDescentMinimizer |
A steepest descent algorithm finds the minimum by moving along the negative of the steepest gradient direction. |