Visual and quantitative example of Steepest Descent vs limited memory BFGS (Broyden-Fletcher-Goldfarb-Shanno)
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Updated
Jun 3, 2018 - MATLAB
Visual and quantitative example of Steepest Descent vs limited memory BFGS (Broyden-Fletcher-Goldfarb-Shanno)
Calculating the maximum semi-ellipsoid volume using Reduced Gradient Descent method with total surface area given as a constraint.
The BFGS Algorithm is studied.
Golden Section, Quadratic Interpolation, Nelder-Mead line search algorithms are studied.
Steepest Descent Method is studied for Rosenbrock function.
Solving the simplest case aka "the Party Problem", i.e. R(3,3) Ramsey number related to a complete graph of 2-colored edges, using MatLab and Monte Carlo simulations with acceptance rule.
Matlab code for Remora Optimization Algorithm (ROA)
Great repository to learn about particle swarm optimization. It provides the basic tools to automatically for optimization / fitting, etc.
Numerical methods for estimating the Bregman distance decay rate using cylindrical shearlet regularization for dynamic tomography
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