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