Commit Graph

5 Commits

Author SHA1 Message Date
Alex Leontiev
891bcd8491 Finish implementing the Nonlinear Conjugate Gradient
Now everything is prepared for the pull request.
2013-09-28 15:20:45 +08:00
Alex Leontiev
eb1333d0a8 Initial commit for Conjugate Gradient method
Implementation is based on
http://www.cs.cmu.edu/~quake-papers/painless-conjugate-gradient.pdf

So far we only have basic interface and empty test. But it compiles at
least.
2013-09-20 15:12:48 +08:00
Alex Leontiev
ccc71ac190 Primal-dual algorithm
This is an implementation of primal-dual algorithm, based on the C++
source code by Vadim Pisarevsky. It was extended to handle the denoising
based on multiple observations. It also contains documentation and
tests.
2013-09-10 13:53:26 +08:00
Alex Leontiev
554e002747 Prepare Downhill Simplex for pull request
This is an implementation of so-called downhill simplex method
(https://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method)

Please, let me know if you have any comments, whoever you'd be.
2013-08-30 21:35:47 +08:00
Alex Leontiev
a95650111f Cleaning the code of simplex method
In particular, the following things are done:
*) Consistent tabulation of 4 spaces is ensured
*) New function dprintf() is introduced, so now printing of the debug
information can be turned on/off via the ALEX_DEBUG macro
*) Removed solveLP_aux namespace
*) All auxiliary functions are declared as static
*) The return codes of solveLP() are encapsulated in enum.
2013-07-10 20:11:52 +03:00