/optimization

Numerical Optimization Methods coursework | Institute for Applied System Analysis (2017)

Primary LanguageJupyter Notebook

Numerical Optimization Methods | Practical works (labs)

Unconstrained nonlinear optimization

lab 1: Gradient method & variations
lab 2: Newton’s method & variations
lab 4: Conjugate gradient method
lab 5: Quasi–Newton method

Constrained nonlinear optimization

lab 3: Gradient projection method