Gauss-Newton and Conjugate-Gradient optimization

This code implements a Gauss-Newton optimization of objective functions that can be iteratively approximated by quadratics. This approach is particularly appropriate for least-squares inversions of moderately non-linear transforms. You will also find code for conjugate-gradient and line-search optimizations.

Get documentation of the algorithm here: [ ../../papers/inv/inv.html ] [ ../../papers/inv.pdf ] [ ../../papers/inv.ps.gz ]

Several papers describe ways to use this code: [ ../../papers/regularization.pdf ] [ ../../papers/regularization/ ] [ ../../papers/neural.pdf ] [ ../../papers/neural/ ] [ ../../papers/rmsinv.pdf ] [ ../../papers/rmsinv/ ]

See an older C++ version [ ../conjugate_gradients/ ]

See the java documentation in the documentation subdirectory [ documentation/ ] .

The current version of this code is now a part of the Mines Java Toolkit at https://github.com/MinesJTK/jtk in the edu.mines.jtk.opt package, with code in https://github.com/MinesJTK/jtk/tree/master/core/src/main/java/edu/mines/jtk/opt and documentation in https://github.com/MinesJTK/jtk/tree/master/docs/opt_package

An older public version is available from http://code.google.com/p/optimal/


File:   Bytes:   Modified:
Almost.java     15K  
AlmostTest.java     6,2K  
ArrayMath.java     461  
ArrayVect1.java     5,0K  
ArrayVect1Test.java     2,2K  
CleanFormatter.java     5,2K  
CleanFormatterTest.java     3,0K  
CleanHandler.java     4,6K  
CleanHandler.properties     31  
CoordinateTransform.java     6,8K  
CoordinateTransformTest.java     3,2K  
GaussNewtonSolver.java     11K  
GaussNewtonSolverTest.java     12K  
license.txt     12K  
LinearTransform.java     2,4K  
LinearTransformWrapper.java     2,0K  
Localize_ch.properties     88  
Localize_de.properties     106  
Localize_es.properties     102  
Localize.java     13K  
Localize.properties     102  
LocalizeTest.java     3,9K  
LoggerStream.java     3,3K  
LogMonitor_ch.properties     120  
LogMonitor_de.properties     126  
LogMonitor_es.properties     118  
LogMonitor.java     10K  
LogMonitor.properties     124  
MathPlus.java     382  
Monitor.java     2,0K  
PartialMonitor.java     2,1K  
Quadratic.java     1,7K  
QuadraticSolver.java     7,5K  
QuadraticSolverTest.java     5,1K  
README     1,3K  
ScalarSolver.java     17K  
ScalarSolverTest.java     7,8K  
src.tar.gz     38K  
Transform.java     3,7K  
TransformQuadratic.java     9,5K  
VectConst.java     1,9K  
Vect.java     4,0K  
VectUtil.java     9,0K  

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