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Description

Tools to Support Optimization Possibly with Bounds and Masks.

Tools to assist in safely applying user generated objective and derivative function to optimization programs. These are primarily function minimization methods with at most bounds and masks on the parameters. Provides a way to check the basic computation of objective functions that the user provides, along with proposed gradient and Hessian functions, as well as to wrap such functions to avoid failures when inadmissible parameters are provided. Check bounds and masks. Check scaling or optimality conditions. Perform an axial search to seek lower points on the objective function surface. Includes forward, central and backward gradient approximation codes.
Metadata

Version

2019-12.4

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
    WASI
    Windows
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