newton_search.h File Reference

Newton Search optimization algorithms - header file. More...

#include <itpp/base/vec.h>
#include <itpp/base/array.h>
#include <limits>

Go to the source code of this file.

Classes
class	itpp::Newton_Search
	Newton Search. More...
class	itpp::Line_Search
	Line Search. More...
Enumerations
enum	itpp::Newton_Search_Method { BFGS }
	Newton Search method.
enum	itpp::Line_Search_Method { Soft, Exact }
	Line Search method.
Functions
vec	itpp::fminunc (double(*function)(const vec &), vec(*gradient)(const vec &), const vec &x0)
	Unconstrained minimization.

---

Detailed Description

Newton Search optimization algorithms - header file.

Author:

Tony Ottosson

-------------------------------------------------------------------------

Copyright (C) 1995-2008 (see AUTHORS file for a list of contributors)

This file is part of IT++ - a C++ library of mathematical, signal processing, speech processing, and communications classes and functions.

IT++ is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

IT++ is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with IT++. If not, see <http://www.gnu.org/licenses/>.

-------------------------------------------------------------------------