README.md

$\mathbf{Goal: }$ To solve the optimal control problem.

The reports presents a number of optimization methods to solve this optimal control problem

Project 1 - Gradient Descent Methods

1. Steepest gradient descent with Amijo search for step-size $\alpha$,
2. Steepest gradient descent with exact search for step-size $\alpha$,
3. Conjugate gradient descent

Project 2 - Quasi-Newton Gradient Descent Methods

1. Quasi-neuton gradient descent with SR1 update
2. Quasi-neuton gradient descent with SR2 update

Project 3 - Nesterov's Gradient Descent Methods