/Optimization

Project II from CISC.820.01 - Quantitative Foundations

Primary LanguagePython

Optimization

Three functions quadratic, log transform and bi-quadratic are optimized using the following three optimization methods.

  1. Gradient Descent
  2. Newton's Method
  3. Quasi-Newton's Method

Usage

  1. Install Dependencies
pip install -r requirements.txt
  1. Run the following command for optimization which outputs results in reports directory
python -m src.run

To change the configuration for running the algorithms, you can update the configs/config.yml file.