object NLPTestCases1 extends App
The NLPTestCases1
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
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