/ECSE507

Primary LanguagePython

ECSE507

This is a repository for an optimization course ECSE 507 algorithm implementations.

Armijo Gradient Descent

Implementation of gradient descent method on the Rosenbrock function, using Armijo Rule for step-size.

Global BFGS

Implementation of global BFGS (quasi-Newton method), implemented on the Rosenbrock and Bateman functions.