object NLPTest1 extends App
The NLPTest1
object used to test several Non-Linear Programming (NLP) algorithms
on unconstrained problems.
Algorithms:
'sdcs' - Gradient Descent with Custom Line Search
'sdgs' - Gradient Descent with Golden Section Line Search
'prcg' - Polak-Ribiere Conjugate Gradient with Golden Section Line Search
'sdws' - Gradient Descent with Wolfe Line Search
'bfgs' - Broyden–Fletcher–Goldfarb–Shanno with Wolfe Line Search
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def
test(f: FunctionV2S, n: Int): Unit
Test the NLP algorithms on objective function f.
Test the NLP algorithms on objective function f.
- f
the objective function to minimize
- n
the dimensionality of the problem
- def test1(): Unit
- def test2(): Unit
- def test3(): Unit
- def test4(): Unit
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