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optimization

Optimization methods

Repository consists of two main modules:

  1. optimization_methods.py- module with implementation of several classic optimization methods:
    • gradient descent method (with different variations of this method);
    • newthon method;
    • gradient projection method (with implemented projection formulas);
    • conjucate gradients method.
  2. plot_methods.py - module with implementation of plotting methods, provides possibility to plot:
    • functions of many variables in given intervals;
    • contour plots of functions;
    • contour plots of functions with the "stepping" of optimization method;
    • functions that are set implicitly;