Welcome to Optimithon’s documentation!

Contents:

• Introduction
  • Requirements
  • Download
  • Installation
  • Documentation
  • License
    • MIT License
• Optimization Problem
• Iterative Optimization Methods
• Derivative Based Methods
  • Descent Direction
    • Gradient descent direction
    • Newton Conjugate Gradient method
    • Fletcher-Reeves method
    • Polak–Ribiere method
    • Hestenes-Stiefel method
    • Dai-Yuan method
    • Davidon-Fletcher-Powell method
    • Broyden-Fletcher-Goldfarb-Shanno method
    • Broyden’s method
    • Symmetric Rank-One (SR1) method
  • Line Search methods
    • Barzilai-Borwein method
    • Backtrack line search method
  • Termination criterion
    • Cauchy condition
    • Cauchy_x condition
    • ZeroGradient condition
• Constrained Optimization
  • Barrier Function Method
• Benchmark Problems
  • Rosenbrock Function
  • Giunta Function
  • Parsopoulos Function
  • Shubert Function
  • McCormick Function
• Code Documentation
  • ‘base’ Module
  • ‘QuasiNewton’ Module
  • ‘NumericDiff’ Module
  • ‘excpt’ Module

Indices and tables

• Index
• Module Index
• Search Page