/NumericalOptimization

Designed and implemented functions for linear and nonlinear optimization based on Simplex method and Newton method.

Primary LanguageMatlab

Overview

This repository has MATLAB package for linear and nonlinear optimization, implemented by Zhiwei Jia based on Simplex method and modified Newton method. For more informations, welcome to visit my person website.

Linear Optimization

For Linear programming, the function mylinprog(A,b,c): minimize c'x, subject to Ax >= b, x >= b

Nonlinear Optimization

For Nonlinear part, the function myzerofinder(F) computes the root of the equation F(x) = 0; the function unconopt(f,x0) calculates the local minimizer of f around moving from x0.