forum.alglib.net

ALGLIB forum
It is currently Thu Mar 28, 2024 3:48 pm

All times are UTC


Forum rules


1. This forum can be used for discussion of both ALGLIB-related and general numerical analysis questions
2. This forum is English-only - postings in other languages will be removed.



Post new topic Reply to topic  [ 1 post ] 
Author Message
 Post subject: Linearly constrained optimization -- what search algorithm ?
PostPosted: Fri Aug 26, 2016 1:59 pm 
Offline

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!


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 1 post ] 

All times are UTC


Who is online

Users browsing this forum: No registered users and 58 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group