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Implementing the Truncated Newton Conjugate-Gradient Algorithm in MQL5

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by , 03-14-2026 at 06:11 AM (28 Views)
      
   
In this article, we present an implementation of the Truncated Newton Conjugate-Gradient (TNC) algorithm. In addition to covering the underlying theory, we will test its ability to find the global minimum of the RosenBrock function, as well as demonstrate its practical application by using it to implement logistic regression as an alternative to the LBFGS optimizer.
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