Quasi-newton optimisation method

[Weijian Fang <wf...@ecs.soton.ac.uk>]

Hi,

I am using Apache commons math optimization packages. Several sources
recommend the quasi-newton method. But it seems commons-math does not
support it. May I know why commons-math chooses not to implement
quasi-newton? May I add it as a feature request? Many thanks!

Cheers,

Weijian

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[math] Re: Quasi-newton optimisation method

[Luc Maisonobe <Lu...@free.fr>]

Weijian Fang a écrit :
> Hi,

Hi,

First, please use a [math] marker when using this list for questions
regarding commons-math. The list is shared among all commons components
and this policy helps filtering the messages.


> 
> I am using Apache commons math optimization packages. Several sources
> recommend the quasi-newton method. But it seems commons-math does not
> support it. May I know why commons-math chooses not to implement
> quasi-newton? May I add it as a feature request? Many thanks!


Algorithms are added to commons-math as need arise, progressively. So if
you need a quasi-newton the best way is to raise an issue in JIRA
<https://issues.apache.org/jira/browse/MATH>. I guess the BFGS method
would be a good first candidate as a quasi-Newton.

Luc


> 
> Cheers,
> 
> Weijian
> 
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> 


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