Skip to content

Commit 61576b1

Browse files
committed
updated readme
1 parent e2a6365 commit 61576b1

File tree

1 file changed

+8
-2
lines changed

1 file changed

+8
-2
lines changed

README.md

Lines changed: 8 additions & 2 deletions
Original file line numberDiff line numberDiff line change
@@ -31,9 +31,15 @@ A work in progress.
3131
* backtracking linesearch method
3232
* exact linesearch method using [fmin](https://github.com/jacobwilliams/fmin) minimizer
3333
* evaluate function at specified fixed points
34-
* Has two options for variable bounds (`xlow<=x<=xupp`):
34+
* Has four options for variable bounds (`xlow<=x<=xupp`):
3535
* Ignore bounds
36-
* Crude method: manually adjust `x` vector at each function evaluation so that `x = min(max(x,xlow),xupp)`.
36+
* Scalar method: The Newton search direction is changed by checking each `x` component individually. If a component is on a bound, its value is set to the bound. The result is the new line search direction.
37+
* Vector mode: The Newton search direction is not changed, but, the magnitude is walked back so that no variable violates their bounds.
38+
* "Wall" mode: Similar to scalar mode, except after modifying the search direction vector, each line search step keeps any values constant that were put on the bounds.
39+
* Has three options for computing the function vector norm:
40+
* 2-norm (`norm2(fvec)`)
41+
* Infinity-norm (`maxval(abs(fvec))`)
42+
* 1-norm (`sum(abs(fvec))`)
3743

3844
### Compiling
3945

0 commit comments

Comments
 (0)