Advanced application of optimization methods

This repository contains the scripts and program used for my research project.

Optimization methods

• Nelder-Mead
• Gradient descent
• Conjugate gradient
• L-BFGS
• BFGS
• Newton's methods
• Genetic algorithms

Test scenario

• Multiple non-convex low dimensionnal functions "lowdim"
• Density estimation problems using fdaPDE-cpp "de"

Credits

• Simone Panzeri for the test scenario