README.md

Library features

These are the features this library would be providing :

Single Variable Optimization
- Bracketing Methods
  - Exhaustive Search (Implemented)
  - Bounding Phase (Implemented)
- Region Elimination Methods
  - Interval Halving (Implemented)
  - Fibonnaci Search (Implemented)
  - Golden Section Search (Implemented)
- Point Estimation Methods
  - Succesive Quadratic Estimation
- Gradient-based Methods
  - Newton-Raphson (Implemented)
  - Bisection (Implemented)
  - Secant (Implemented)
  - Cubic Search
Multi Variable Optimization Algorithms
- Direct Search Methods
  - Box's evolutionary optimization
  - Simplex Search
  - Hooke-Jeeves Pattern Search
  - Powell's Conjugate Direction
- Gradient Based Methods
  - Cauchy's (Implemented)
  - Newton's (Implemented)
  - Marquardt's (Implemented)
  - Conjugate Gradient (Implemented)
  - Variable Metric (DFP) (Implemented)
Constrained Optimization Algorithms
- Penalty Function Method
- Method of Multipliers
More Features coming soon!