Optimization

(Nonlinear) optimization algorithms in C#

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Install / Use

/learn @sunsided/Optimization

About this skill

Quality Score

0/100

README

(Nonlinear) Optimization Library

This library aims to implement different mathematical optimization algorithms, such as regular and conjugate gradient descent. Mathematics is backed by Math.NET Numerics.

Gradient Descent Algorithms

Resilient Error Gradient Descent

Conjugate Gradient Descent Algorithms

Hager-Zhang ("CG_DESCENT")
Polak-Ribière (supporting preconditioning)
Fletcher-Reeves

Line Search Algorithms

Secant
Hager-Zhang with quadratic stepping

Cost Functions

Residual Sum of Squares

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