Methods
A list of all optimization methods implemented in the program:
- Optimization of univariate functions:
- uniform division,
- dichotomous division,
- alpha division/golden section method,
- Fibonacci's method,
- Bolzano's method,
- secant division,
- quadratic approximation,
- derivative,
- sign of derivative,
- Newton & Raphson's.
- Direct search methods:
- Hooke & Jeeve's with discrete and optimal trial step,
- Rosenbrock's with discrete and optimal trial step,
- Nelder & Mead's,
- Powell's (both variants),
- Evolutionary method.
- Gradient methods:
- steepest descent,
- Newton's,
- modified Newton's,
- Marquardt's,
- Fletcher & Reeves',
- Polak & Ribiere's,
- Davidon, Fletcher & Powell's.
- Linear programming:
- Simplex.
- Nonlinear constraints:
- outer penalty function,
- barrier function (hyperbolic and logarithmic).