The NLPTest1 object used to test several Non-Linear Programming (NLP) algorithms
on unconstrained problems.
Algorithms:
sdcs - Steepest Descent with Custom Line Search
sdgs - Steepest Descent with Golden Section Line Search
prcg - Polak-Ribiere Conjugate Gradient with Golden Section Line Search
sdws - Steepest Descent with Wolfe Line Search
bfgs - Broyden–Fletcher–Goldfarb–Shanno with Wolfe Line Search
The
NLPTest1
object used to test several Non-Linear Programming (NLP) algorithms on unconstrained problems. Algorithms: sdcs - Steepest Descent with Custom Line Search sdgs - Steepest Descent with Golden Section Line Search prcg - Polak-Ribiere Conjugate Gradient with Golden Section Line Search sdws - Steepest Descent with Wolfe Line Search bfgs - Broyden–Fletcher–Goldfarb–Shanno with Wolfe Line Search