/OptimizeTnT

Tips and tricks for optimization with R

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OptimizeTnT

This repository will compile tips and tricks for solving optimization tasks of all kinds, continuous or discrete, constrained or unconstrained, smooth or nonsmooth, also special cases and seldomly talked-about problem cases, but some comparisons between solvers available in R packages will be included.

The Remez problem

The Remez problem is the task of finding or calculating the best polynomial approximation of a continuous function on a closed interval such that the maximum absolute distance between the polynomial and the function is minimized.

See the note The Remez problem as PDF or Markdown.