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yorick-optimpack

optimization of large scale problems for the Yorick language

Variants:
OptimPack is a portable C library which implements algorithms for optimization of large scale problems with bound constraints. Large scale means some million variables (e.g. pixel values) or more.

The most important algorithm is VMLM-B: a variable metric method with limited memory requirements and, possibly, bound constraints on the parameters. The algorithm is based on limited memory BFGS updates with Moré & Thuente inexact line search and gradient projection to account for bounds.

This package contains a Yorick plug-in based on OptimPack.

Homepage:
Package version:1.3.1+dfsg1-1
Architecture:kfreebsd-i386
Distribution:Debian
Filename:yorick-optimpack_1.3.1+dfsg1-1_kfreebsd-i386.deb

/usr/share/doc/yorick-optimpack/NEWS.gz

-------------------------------------------------------------------------------

2009-09-23:
	* OptimPack-1.3.1 released.
        * Bugs fixed in Yorick interface with the size of workspace arrays
          ISAVE and DSAVE.

-------------------------------------------------------------------------------

2009-05-14:
	OptimPack-1.3 released.

2008-02-07:

	* FMIN is now an optional parameter.  Func
more»

/usr/share/doc/yorick-optimpack/changelog.Debian.gz

yorick-optimpack (1.3.1+dfsg1-1) unstable; urgency=low

  * Initial release (Closes: #561487)

 -- Thibaut Paumard <paumard@users.sourceforge.net>  Mon, 22 Mar 2010 10:39:00 +0100

/usr/share/doc/yorick-optimpack/TODO

* means to force a restart of VMLMB

* backtrack (Armijo's rule) when at least one bound constraint
  becomes active along the line search

* check Zoutendijk condition

* implement damped BFGS updating
  see Nocédal & Wright p. 537.

* scale initial gradient
  perhaps use a typical value for the step norm

* improve convergence test

* change API
  use a structure for the workspace

* doxygen do
more»

/usr/share/doc/yorick-optimpack/copyright

Format-Specification: http://svn.debian.org/wsvn/dep/web/deps/dep5.mdwn?op=file&rev=135
Name: OptimP
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