Optimization

Wikis > SuanShu > Packages > BASIC > Optimization
  • univariate optimization:
    • Brent
    • Fibonacci
    • Golden-ratio
  • unconstrained optimization:
    • conjugate gradient
    • Fletcher-Reeves
    • Powell
    • Zangwill
    • Quasi-Newton
    • BFGS
    • DFP
    • steepest-descent
    • Netwon-Raphson
    • Gauss-Newton
  • constrained optimization:
    • penalty method
  • Nelder-Mead optimization
  • least P-th minmax optimization