/optimizer

Multivariable Numerical Optimization

Primary LanguagePythonMIT LicenseMIT

Multivariable Numerical Optimization

The provided software includes an implementation of Simultaneous Perturbation Stochastic Approximation along with several other features. For more information, check optimizer.optimize's doc-string for main functionality e.g. using help(optimizer.optimize).

See also and run examples.py for example usage.