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| Linearly constrained optimization -- what search algorithm ? http://forum.alglib.net/viewtopic.php?f=2&t=3768 |
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| Author: | ilya_f81 [ Fri Aug 26, 2016 1:59 pm ] |
| Post subject: | Linearly constrained optimization -- what search algorithm ? |
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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