https://github.com/danphenderson/blockopt.jl

Implements Quasi-Newton Block update with a direct solve of the trust-region subproblem.

https://github.com/danphenderson/blockopt.jl

Science Score: 10.0%

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Repository

Implements Quasi-Newton Block update with a direct solve of the trust-region subproblem.

Basic Info
  • Host: GitHub
  • Owner: danphenderson
  • License: mit
  • Language: Jupyter Notebook
  • Default Branch: main
  • Homepage:
  • Size: 3.28 MB
Statistics
  • Stars: 0
  • Watchers: 1
  • Forks: 0
  • Open Issues: 1
  • Releases: 0
Created over 4 years ago · Last pushed over 4 years ago

https://github.com/danphenderson/BlockOpt.jl/blob/main/

# BlockOpt.jl

Supplemental Software to QN Optimization with Hessian Samples [article](https://arxiv.org/abs/2201.02608).

[![DOI](https://zenodo.org/badge/409367075.svg)](https://zenodo.org/badge/latestdoi/409367075) [![][docs-dev-img]](https://danphenderson.github.io/BlockOpt.jl/dev/)

[docs-dev-img]: https://img.shields.io/badge/docs-dev-blue.svg


See the [documentation](https://danphenderson.github.io/BlockOpt.jl/dev/) to learn more 
about the `BlockOpt` software.

## Installation
The BlockOpt package installs as

```julia
julia> ]
pkg> add https://github.com/danphenderson/TRS.jl
pkg> add https://github.com/danphenderson/BlockOpt.jl # backspace returns to julia prompt 
```

in the [Julia's Pkg REPL mode](https://docs.julialang.org/en/v1/stdlib/Pkg/index.html#Getting-Started-1).


In a notebook environment BlockOpt installs as
```julia
using Pkg
Pkg.add(url="https://github.com/danphenderson/TRS.jl")
Pkg.add(url="https://github.com/danphenderson/BlockOpt.jl")
```
using the Julia package manager [Pkg.jl](https://pkgdocs.julialang.org/v1/).

The TRS package does not install with the BlockOpt.jl supported Julia release
versions  v1.3.0. The TRS package supports earlier releases of Julia.
The BlockOpt trust-region subproblem solver uses trs_small from an updated TRS.jl
branch, installable on all BlockOpt supported Julia releases. There is an open
pull request to merge the forked TRS branch used in BlockOpt.jl.

Owner

  • Name: Daniel Henderson
  • Login: danphenderson
  • Kind: user
  • Location: Salt Lake City, Utah

dphender@mtu.edu

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