On Wednesday, 20 April 2016 at 06:10:50 UTC, tost wrote:
On Wednesday, 20 April 2016 at 04:31:33 UTC, Relja
I have an implementation of BFGS in D (except [open]BLAS :). BFGS is an algorithm for unconstrained optimization of nonlinear smooth functions. It is NOT L-BFGS and requires O(n*n) memory for optimizing f: R^n -> R. The linesearch may be useful to implement other algorithms.
Sound great! Although I'm far from implementing methods that use optimization techniques for dcv, I'll be sure to remember this. Maybe you should push the solution to github and have other people take a look?