Provide a general minimizing package with a classical Gauss-Newton algorithm
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Key: MATH-177
URL: https://issues.apache.org/jira/browse/MATH-177
Project: Commons Math
Issue Type: Improvement
Affects Versions: 2.0
Reporter: Mick
Fix For: 2.0
Currently the math API provides least squares only method for minimizing
(solving). The limitation to least-squares problems comes from the
Levenberg-Marquardt algorithm. A more general minimizer (not for quadratic
forms) could be implemented by refactoring this with a classical GN, steepest
descent and also conjugate gradient. We could use them as a basis for some
least-squares solvers (and also keep the very efficient and specialized
Levenberg-Marquardt too).
Based on email exchange with Luc Maisonobe entitled [math] Minimizer on 1/15/08.
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