New release of ALGLIB - 3.3.0 is released.
This release contains following improvements:
- Diagonal preconditioner for optimization algorithms (L-BFGS, CG, BLEIC)
- Variable scaling for optimization algorithms (L-BFGS, CG, BLEIC, Lev-Mar), which allows to tune convergence criteria and improve convergence speed for badly scaled problems.
- QP-solver for quadratic programming problems with dense symmetric positive definite matrices and boundary constraints
- Levenberg-Marquardt optimizer (and <code>lsfit</code> unit) now support optimization/fitting with boundary constraints
- BLEIC optimizer (optimization with bound and linear equality constraints) now uses faster and more robust algorithm