numerical_optimization

Nonlinear unconstrained optimization solver created for ISE 520

Repository for line search and direction finding methods that can be used to find the minimum of a function without constraints.

Name		Name	Last commit message	Last commit date
Latest commit History 130 Commits
README.md		README.md
armijo_rule.cpp		armijo_rule.cpp
armijo_rule.h		armijo_rule.h
cholesky.cpp		cholesky.cpp
cholesky.h		cholesky.h
cholesky_ranktwo.cpp		cholesky_ranktwo.cpp
cholesky_ranktwo.h		cholesky_ranktwo.h
debugging.cpp		debugging.cpp
dichotomous_search.cpp		dichotomous_search.cpp
dichotomous_search.h		dichotomous_search.h
golden_section_search.cpp		golden_section_search.cpp
golden_section_search.h		golden_section_search.h
hw2_q1.cpp		hw2_q1.cpp
hw2_q2.cpp		hw2_q2.cpp
newton.cpp		newton.cpp
newton.h		newton.h
newton_linesearch.cpp		newton_linesearch.cpp
newton_linesearch.h		newton_linesearch.h
programming_hw1.cpp		programming_hw1.cpp
quasi_newton.cpp		quasi_newton.cpp
quasi_newton.h		quasi_newton.h
solve_linear_system.cpp		solve_linear_system.cpp
solve_linear_system.h		solve_linear_system.h
steepest_descent.cpp		steepest_descent.cpp
steepest_descent.h		steepest_descent.h
test_armijo_rule.cpp		test_armijo_rule.cpp
test_function1.cpp		test_function1.cpp
test_rosenbrock.cpp		test_rosenbrock.cpp

ksherbina/numerical_optimization