/grgdescent

The generalized reduced gradient (GRG) algorithm.

Primary LanguagePython

Generalized Reduced Gradient Algorithm

An implementation of the generalized reduced gradient (GRG) algorithm based on implicit variable elimination to solve unconstrained optimization problems using Symbolic Python. Reference can be found at Singiresu S. Rao, Engineering optimization: theory and practice. John Wiley & Sons, 2009.