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/dhale/jtk in the edu.mines.jtk.opt package, with code in https://github.com/dhale/jtk/tree/master/src/main/java/edu/mines/jtk/opt/ and documentation in https://github.com/dhale/jtk/tree/master/doc/opt_package/

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


File:   Bytes:   Modified:
Almost.java     14647   2016-12-21 18:16:13
AlmostTest.java     6274   2016-03-31 06:23:47
ArrayMath.java     461   2016-12-21 18:16:13
ArrayVect1.java     5119   2016-12-21 18:16:13
ArrayVect1Test.java     2250   2016-03-31 06:23:47
CleanFormatter.java     5311   2016-12-21 18:16:13
CleanFormatterTest.java     3069   2016-03-31 06:23:47
CleanHandler.java     4677   2016-12-21 18:16:13
CleanHandler.properties     31   2016-12-21 18:16:13
CoordinateTransform.java     6865   2016-12-21 18:16:13
CoordinateTransformTest.java     3261   2016-03-31 06:23:47
GaussNewtonSolver.java     10831   2016-12-21 18:16:13
GaussNewtonSolverTest.java     11508   2016-03-31 06:23:47
license.txt     11922   2012-11-20 21:19:21
LinearTransform.java     2359   2016-12-21 18:16:13
LinearTransformWrapper.java     1968   2016-12-21 18:16:13
Localize_ch.properties     88   2016-12-21 18:16:13
Localize_de.properties     106   2016-12-21 18:16:13
Localize_es.properties     102   2016-12-21 18:16:13
Localize.java     12453   2016-12-21 18:16:13
Localize.properties     102   2016-12-21 18:16:13
LocalizeTest.java     3900   2016-03-31 06:23:47
LoggerStream.java     3361   2016-12-21 18:16:13
LogMonitor_ch.properties     120   2016-12-21 18:16:13
LogMonitor_de.properties     126   2016-12-21 18:16:13
LogMonitor_es.properties     118   2016-12-21 18:16:13
LogMonitor.java     10214   2016-12-21 18:16:13
LogMonitor.properties     124   2016-12-21 18:16:13
MathPlus.java     382   2016-12-21 18:16:13
Monitor.java     2039   2016-12-21 18:16:13
PartialMonitor.java     2097   2016-12-21 18:16:13
Quadratic.java     1731   2016-12-21 18:16:13
QuadraticSolver.java     7624   2016-12-21 18:16:13
QuadraticSolverTest.java     5198   2016-03-31 06:23:47
README     1246   2015-03-29 17:28:47
ScalarSolver.java     16422   2016-12-21 18:16:13
ScalarSolverTest.java     7919   2016-03-31 06:23:47
src.tar.gz     38705   2016-12-21 18:16:14
Transform.java     3769   2016-12-21 18:16:13
TransformQuadratic.java     9666   2016-12-21 18:16:13
VectConst.java     1886   2016-12-21 18:16:13
Vect.java     4017   2016-12-21 18:16:13
VectUtil.java     9186   2016-12-21 18:16:13

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