/advanced-optimization-methods

Optimization algorithms

Primary LanguagePython

Advanced Optimization Methods

DATA5001 2021 Spring in NTU.

Topics

01. Single-state optimization methods

  • Exhaustive Enumeration

  • Random methods

    • Random jump

    • Random walk

  • Gradient-based methods

    • Steepest Gradient Descent (SGD) method

    • Newton’s method

    • Marquardt’s method

  • Stochastic Local Search methods

    • Iterated Local Search (ILS) method

    • Simulated Annealing (SA) method

    • Tabu Search (TS) method