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Optimizer update#23

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arnaudp-lab wants to merge 27 commits intofdaPDE:developfrom
arnaudp-lab:develop
Open

Optimizer update#23
arnaudp-lab wants to merge 27 commits intofdaPDE:developfrom
arnaudp-lab:develop

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Latest optimization methods, tested on low dimensional benchmark and on density estimation.

  • Added restart to conjugate gradient, updated the max iteration for the wolfe line search.
  • Reverted to the old version of Nelder-Mead and LBFGS because the current version would not converge on lowdim benchmarks.
  • Added genetic some genetic algorithms.

… use std dev instead of variance for stopping criterion
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