BFGS DFP example

by Trent Guidry 4. October 2009 09:33
In this post I give an example of using the previously created BFGS and DFP classes to solve an unconstrained optimization problem. [More]

BFGS Broyden Fletcher Goldfarb Shanno

by Trent Guidry 4. October 2009 09:11
In this post I develop the BFGS / Broyden Fletcher Goldfarb Shanno class which is a quasi Newton numerical method that can be used for unconstrained optimization problems. [More]

DFP Davidon Fletcher Powell

by Trent Guidry 4. October 2009 08:12
In this post I develop the DFP / Davidon Fletcher Powell class which is a quasi Newton numerical method that can be used for unconstrained optimization problems. [More]

Quasi Newton

by Trent Guidry 4. October 2009 06:35
In this post I develop the quasi Newton base class which will be used as the base class for algorithms that implement quasi Newton numerical methods, such as the DFP and BFGS algorithms. [More]

Cubic bracketing

by Trent Guidry 3. October 2009 08:21
In this post I develop the code for the cubic bracketing class. [More]

Swann bracketing

by Trent Guidry 3. October 2009 07:51
In this post I develop the code for the Swann bracketing class. [More]

The bracketing base class

by Trent Guidry 3. October 2009 05:28
In this post I develop the code for the bracketing base class. [More]

Cubic reduction

by Trent Guidry 2. October 2009 06:03
In this post I develop the code for the cubic region elimination class. [More]

Parabolic reduction

by Trent Guidry 2. October 2009 04:56
In this post I develop the code for the parabolic region elimination class. [More]

Golden section

by Trent Guidry 1. October 2009 10:29
In this post I develop the code for the golden section region elimination class. [More]

Interval halving

by Trent Guidry 1. October 2009 07:34
In this post I develop the code for the interval halving region elimination class. [More]

The region elimination base classes

by Trent Guidry 1. October 2009 05:41
In this post I create the base classes used by the region elimination optimization routines. [More]

Fitting a cubic to four points and finding the local minimum

by Trent Guidry 30. September 2009 06:22
In this post I will develop a function on the Polynomial class that takes four points, fits a third order polynomial (a cubic) to them, and then attempts to find the minimum value of the polynomial. [More]

Fitting a parabola to three points and finding the minimum

by Trent Guidry 30. September 2009 05:40
In this post I will develop a function on the Polynomial class that takes three points, fits a second order polynomial (a parabola) to them, and then attempts to find the minimum value of the polynomial. [More]