The LBFGS the class implements the Limited-Memory Broyden–Fletcher–Goldfarb–Shanno (BFGS) Quasi-Newton Algorithm for solving Non-Linear Programming (NLP) problems. minimize f(x)
Value parameters
f
the multi-variate objective function to be minimized
Solve the Non-Linear Programming (NLP) problem by starting at x0 and iteratively moving down in the search space to a minimal point. Return the optimal point/vector x and its objective function value. For more options @see LBFGS.lbfgsMain
Solve the Non-Linear Programming (NLP) problem by starting at x0 and iteratively moving down in the search space to a minimal point. Return the optimal point/vector x and its objective function value. For more options @see LBFGS.lbfgsMain