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nw-opt's Introduction

nw-opt

Implementations of optimization methods from Nocedal & Wright. No guarantee of correctness.
Implemented algorithms:

  • Line Search Newton's Method with Hessian Modification
  • Dogleg Trust-Region Optimization
  • Trust-Region Newton-CG
  • Simplex
  • Long-Step Path-Following Interor Point Method
  • Gradient Projection for Quadratic Programs
  • Subspace Minimization with Projected Conjugate Gradients

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