Numerical Optimization

This repository contains implementation of several optimization methods.

The class information

GIST EC6301, Prof. Sung-Chan Jun
CLASS

Language

C++ and MATLAB

The code was written in MATLAB2014a

Contents

• Smooth univariate methods (C++)
  • Bisection
  • Newton
  • Secant
  • RFM
• Non-smooth univariate methods
  • Fibonacci search
  • Golden section search
• Non-smooth multivariate methods
  • Powell's method
  • Nelder-Mead method
• Smooth multivariate methods
  • Multivariate newton
  • Quasi newton
  • Steepest descent
• Conjugate gradient methods
  • Linear CG
  • Non-linear CG
• Least square methods
  • Gauss-Newton
  • Levenberg-Marquardt