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Numerical optimization algorithms with examples in Python.

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Numerical-Optimization

Basic numerical optimization algorithms implementation with examples. All the notebooks can be opened in Colab.

  • Line search conditions;
  • Steepest descent method;
  • Newton method;
  • Damped Newton method;
  • Quassi Newton method;
  • Conjugate descent method;
  • Gauss Newton method
  • LMF method;
  • ...

Reference: Gao, L. (2014). Numerical Optimization Methods. Peking University Press.