Package dev.nm.solver.multivariate.unconstrained.c2.steepestdescent

Class Summary

Class	Description
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 \[ F(x) = f(x)^{\mathsf T}f(x) \]
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.

Enum Summary

Enum	Description
FirstOrderMinimizer.Method	the available methods to do line search