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 Post subject: Linearly constrained optimization -- what search algorithm ?
PostPosted: Fri Aug 26, 2016 1:59 pm 
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Joined: Fri Aug 26, 2016 1:48 pm
Posts: 1
Hello,

I want to use the package for performing optimization constrained with (arbitrary) linear inequalities. The website description
Quote:
http://www.alglib.net/optimization/boundandlinearlyconstrained.php
mentions that the underlying search algorithm is CG, but then on the same page it also mentions (L-)BFGS.

My question is - if I use linearly constrained optimization in ALGLIB, can I work with (L-)BFGS as the optimization technique? Or is only CG available?

Thanks!


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