ALGLIB 3.3.0

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Downloads: 1022
Released: Mar 6, 2011
Updated: Jun 16, 2011 by SergeyBochkanov
Dev status: Stable Help Icon

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Source Code alglib-3.3.0.csharp.zip
source code, 1095K, uploaded Jun 16, 2011 - 1022 downloads

Release Notes

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

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