Basic numerical optimization algorithms implementation with examples. All the notebooks can be opened in Colab.
- Line search conditions;
- Steepest descent method;
- Newton method;
- Damped Newton method;
- Quassi Newton method;
- Conjugate descent method;
- Gauss Newton method
- LMF method;
- ...
Reference: Gao, L. (2014). Numerical Optimization Methods. Peking University Press.