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10 changes: 8 additions & 2 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -31,9 +31,15 @@ A work in progress.
* backtracking linesearch method
* exact linesearch method using [fmin](https://github.com/jacobwilliams/fmin) minimizer
* evaluate function at specified fixed points
* Has two options for variable bounds (`xlow<=x<=xupp`):
* Has four options for variable bounds (`xlow<=x<=xupp`):
* Ignore bounds
* Crude method: manually adjust `x` vector at each function evaluation so that `x = min(max(x,xlow),xupp)`.
* Scalar mode: 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.
* Vector mode: The Newton search direction is not changed, but, the magnitude is walked back so that no variable violates their bounds.
* "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.
* Has three options for computing the function vector norm:
* 2-norm (`norm2(fvec)`)
* Infinity-norm (`maxval(abs(fvec))`)
* 1-norm (`sum(abs(fvec))`)

### Compiling

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