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     14647   2021-09-15 11:30:21
AlmostTest.java     6274   2021-09-15 11:29:27
ArrayMath.java     461   2021-09-15 11:30:21
ArrayVect1.java     5119   2021-09-15 11:30:21
ArrayVect1Test.java     2250   2021-09-15 11:29:27
CleanFormatter.java     5311   2021-09-15 11:30:21
CleanFormatterTest.java     3069   2021-09-15 11:29:27
CleanHandler.java     4677   2021-09-15 11:30:21
CleanHandler.properties     31   2021-09-15 11:30:21
CoordinateTransform.java     6865   2021-09-15 11:30:21
CoordinateTransformTest.java     3261   2021-09-15 11:29:27
GaussNewtonSolver.java     10831   2021-09-15 11:30:21
GaussNewtonSolverTest.java     11508   2021-09-15 11:29:27
license.txt     11922   2021-09-15 11:29:27
LinearTransform.java     2359   2021-09-15 11:30:21
LinearTransformWrapper.java     1968   2021-09-15 11:30:21
Localize_ch.properties     88   2021-09-15 11:30:21
Localize_de.properties     106   2021-09-15 11:30:21
Localize_es.properties     102   2021-09-15 11:30:21
Localize.java     12453   2021-09-15 11:30:23
Localize.properties     102   2021-09-15 11:30:21
LocalizeTest.java     3900   2021-09-15 11:29:27
LoggerStream.java     3361   2021-09-15 11:30:21
LogMonitor_ch.properties     120   2021-09-15 11:30:21
LogMonitor_de.properties     126   2021-09-15 11:30:21
LogMonitor_es.properties     118   2021-09-15 11:30:21
LogMonitor.java     10214   2021-09-15 11:30:21
LogMonitor.properties     124   2021-09-15 11:30:21
MathPlus.java     382   2021-09-15 11:30:21
Monitor.java     2039   2021-09-15 11:30:21
PartialMonitor.java     2097   2021-09-15 11:30:21
Quadratic.java     1731   2021-09-15 11:30:21
QuadraticSolver.java     7624   2021-09-15 11:30:21
QuadraticSolverTest.java     5198   2021-09-15 11:29:27
README     1259   2021-09-15 11:29:27
ScalarSolver.java     16422   2021-09-15 11:30:21
ScalarSolverTest.java     7919   2021-09-15 11:29:27
src.tar.gz     38694   2021-09-15 11:30:23
Transform.java     3769   2021-09-15 11:30:21
TransformQuadratic.java     9666   2021-09-15 11:30:21
VectConst.java     1886   2021-09-15 11:30:21
Vect.java     4017   2021-09-15 11:30:21
VectUtil.java     9186   2021-09-15 11:30:21

Directories:
documentation


Return to parent directory.