Common Numeric Optimization Algorithms
Published:
Codebase for projects of IE 538 (Nonlinear Optimization) and IE 561 (Convex Optimization) at Purdue University.
Language: MATLAB
The following algorithms are included:
- Newton Method
- Quasi-Newton Method, including BFGS, SR1
- Quartic Newton Method
- Gradient Descent Method
- Coordinate Gradient Descent Method
- Conjugate Gradient Method
- Homotopy Method
- Active Set Method
- Gradient Mapping Method for Minmax problems