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Optimizer update #23

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@Sh3xe Sh3xe commented Aug 11, 2025

Latest optimization methods, tested on low dimensional benchmark and on density estimation.

  • Added restart to conjugate gradient, updated the max iteration for the wolfe line search.
  • Reverted to the old version of Nelder-Mead and LBFGS because the current version would not converge on lowdim benchmarks.
  • Added genetic some genetic algorithms.

Sh3xe added 27 commits June 17, 2025 11:10
@Sh3xe
Updated wolfe line search
6326086
@Sh3xe
fixed header guard
366f22a
@Sh3xe
fixed class name
7937e62
@Sh3xe
initial genetic optimizer impl
fd8445f
@Sh3xe
Fixed GeneticOptim class bug where state would not reset properly fro…
89b16d4 
…m one optim to another
@Sh3xe
Added rank selection
d0780a4
@Sh3xe
fixed assert type
cf0423b
@Sh3xe
NelderMead initial commit (wip)
66eb658
@Sh3xe
Added initial condition, minor fixes, still wip
2b77464
@Sh3xe
Merge branch 'genetic_optimizer' into test
6bf508a
@Sh3xe
Merged every current optimizers, improved NelderMead initial simplex,…
ab71303 
… use std dev instead of variance for stopping criterion
@Sh3xe
Merge branch 'develop' of github.com:Sh3xe/fdaPDE-core into develop
00ad38d
@Sh3xe
Finished Nelder Mead
92dc1f9
@Sh3xe
Finished nelder mead, removed genetic algorithm as it is not ready, i…
0567c88 
…mprove wolfe line search
@Sh3xe
fixed wofle line search
382ccf2
@Sh3xe
fixed GD header guard, added CG meethod
1ab82a7
@Sh3xe
Added crossover mutation, fixed geneticOptim constructor
1bc2fed
@Sh3xe
Merge remote-tracking branch 'upstream/develop' into develop
04dad18
@Sh3xe
removed perturbized centroid in low dimensions because of performance
4ac3d4c
@Sh3xe
fixed genetic opts
9847b99
@Sh3xe
fixed nelder-mead coefficients
bd7dac7
@Sh3xe
Merge branch 'develop' of github.com:Sh3xe/fdaPDE-core into develop
70fb8db
@Sh3xe
adapted genetic optimizers for new API, updated stoping criterion
d2902bf
@Sh3xe
replaced std::vector<vector_t> with matrix_t
f25d255
@Sh3xe
fixed broken algorithms
eb1a86c
@Sh3xe
updated nelder mead, fixed static_since var, added some const(s)
c2aff98
@Sh3xe
Updated CG, increased max iter for wolfe.h, fixed issue with lbfgs va…
b625741 
…lue update
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@Sh3xe