Fletcher-Reeves-Polak-Ribiere algorithm
adapted from Numerical Recipes in C, 2nd edition.
User has to provide line-search method and optimization end criteria.
Search direction $ d_i = - f'(x_i) + c_i*d_{i-1} $
where $ c_i = ||f'(x_i)||^2/||f'(x_{i-1})||^2 $
and $ d_1 = - f'(x_1) $
This optimization method requires the knowledge of
the gradient of the cost function.
Multi-dimensional Conjugate Gradient class.
Fletcher-Reeves-Polak-Ribiere algorithm adapted from Numerical Recipes in C, 2nd edition.
User has to provide line-search method and optimization end criteria. Search direction $ d_i = - f'(x_i) + c_i*d_{i-1} $ where $ c_i = ||f'(x_i)||^2/||f'(x_{i-1})||^2 $ and $ d_1 = - f'(x_1) $
This optimization method requires the knowledge of the gradient of the cost function.