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Library features

These are the features this library would be providing :

  • Single Variable Optimization

    • Bracketing Methods
      • Exhaustive Search (Implemented)
      • Bounding Phase (Implemented)
    • Region Elimination Methods
      • Interval Halving (Implemented)
      • Fibonnaci Search (Implemented)
      • Golden Section Search (Implemented)
    • Point Estimation Methods
      • Succesive Quadratic Estimation
    • Gradient-based Methods
      • Newton-Raphson (Implemented)
      • Bisection (Implemented)
      • Secant (Implemented)
      • Cubic Search
  • Multi Variable Optimization Algorithms

    • Direct Search Methods
      • Box's evolutionary optimization
      • Simplex Search
      • Hooke-Jeeves Pattern Search
      • Powell's Conjugate Direction
    • Gradient Based Methods
      • Cauchy's (Implemented)
      • Newton's (Implemented)
      • Marquardt's (Implemented)
      • Conjugate Gradient (Implemented)
      • Variable Metric (DFP) (Implemented)
  • Constrained Optimization Algorithms

    • Penalty Function Method
    • Method of Multipliers

    More Features coming soon!