This library aims to implement different mathematical optimization algorithms, such as regular and conjugate gradient descent. Mathematics is backed by Math.NET Numerics.
- Resilient Error Gradient Descent
- Hager-Zhang ("CG_DESCENT")
- Polak-Ribière (supporting preconditioning)
- Fletcher-Reeves
- Secant
- Hager-Zhang with quadratic stepping
- Residual Sum of Squares