Methods

A list of all optimization methods implemented in the program:

  1. 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.
  2. 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.
  3. Gradient methods:
    • steepest descent,
    • Newton's,
    • modified Newton's,
    • Marquardt's,
    • Fletcher & Reeves',
    • Polak & Ribiere's,
    • Davidon, Fletcher & Powell's.
  4. Linear programming:
    • Simplex.
  5. Nonlinear constraints:
    • outer penalty function,
    • barrier function (hyperbolic and logarithmic).