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Added the BFGS(Hess) Algorithm for minimization independent of target function. #5318

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Added the BFGS(Hess) Algorithm for minimization independent of target function. #5318

wants to merge 21 commits into from

Commits on Oct 5, 2015

  1. Added the bfgs_h function for gradient based optimization with no tar… 

    …get function
    @hherbol
    hherbol committed Oct 5, 2015
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Commits on Oct 6, 2015

  1. Adding the bfgsh docutils

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    hherbol committed Oct 6, 2015
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  2. Documentation for bfgsh

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    hherbol committed Oct 6, 2015
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  3. Fixed for pep8 style

    @hherbol
    hherbol committed Oct 6, 2015
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  4. Updates to documentation

    @hherbol
    hherbol committed Oct 6, 2015
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  5. Working on documentation

    @hherbol
    hherbol committed Oct 6, 2015
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  6. More documentation

    @hherbol
    hherbol committed Oct 6, 2015
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  7. Fixed pep8 style

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    hherbol committed Oct 6, 2015
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  8. Fixed documentation

    @hherbol
    hherbol committed Oct 6, 2015
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  9. Fixed Documentation

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    hherbol committed Oct 6, 2015
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  10. Fixed thanks reference

    @hherbol
    hherbol committed Oct 6, 2015
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Commits on Oct 7, 2015

  1. Allowed for None passed as function for minimization with constant alpha

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    hherbol committed Oct 7, 2015
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  2. Fixed potential output errors for when no function is passed

    @hherbol
    hherbol committed Oct 7, 2015
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  3. Removed step size specific dimensions

    @hherbol
    hherbol committed Oct 7, 2015
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  4. Maintained the quasi-newton secant condition

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    hherbol committed Oct 7, 2015
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  5. Added back rhok scaling from original BFGS algorithm

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    hherbol committed Oct 7, 2015
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  6. Fixed for pep8 style

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    hherbol committed Oct 7, 2015
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  7. Added check to stop infinite loop

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    hherbol committed Oct 7, 2015
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Commits on Oct 8, 2015

  1. Minor change to wording

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    hherbol committed Oct 8, 2015
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Commits on Nov 16, 2015

  1. Added max step and tolerance in backtrack values

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    hherbol committed Nov 16, 2015
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Commits on Nov 24, 2015

  1. Updates to the BFGS(Hess) code

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    hherbol committed Nov 24, 2015
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