Implementation of various optimization algorithms in python and numpy
Notebook 1 This contains implementation of the revised simplex method.
Notebook 2 This contains implementation of both the traditional interior point method and the modifed mehrotra version
Notebook 3 This contains implementation and benchmarking of non-linear optimization algorithms. Algorithms including :
- 1D elimination methods (golden section and Fibonacci search)
- Interpolation methods (Quadratic and cubic interpolation)
- Fletcher Reeves method
- Marquadt method
- Quasi-Newton method