This repository contains implementation of several optimization methods.
GIST EC6301, Prof. Sung-Chan Jun
CLASS
C++ and MATLAB
The code was written in MATLAB2014a
- 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