MATLAB Codes in Optimization Algorithms :cocktail:

This is my repository for gathering optimization algorithm codes in MATLAB: link.

This is a part of my works in CUEE505 Introduction to Optimization Techniques, Dept. of EE, Chulalongkorn University.

  • Newton’s line search algorithm. (newton_search_1var) link.
  • Golden section line search algorithm. (golden_section_search) link.
  • Newton’s method to find a root of a system of equations. (newton_root_finding) link.
  • Searching for a minimizer of a 2-variable function. (minimizer_search_2var): This work uses Newton’s method to find search directions for finding a minimizer. The line search algorithm is the golden section search. If Newton’s method does not work, use the steepest descent instead. link.
  • BFGS algorithm for finding a minimizer of a 2-variable function. (BFGS_algorithm): This work uses the BFGS algorithm for finding a minimizer. The line search uses a strong backtrack search, which is brought from Numerical Optimization by Jorge Nocedal and Stephen J. Wright. link.
  • Conjugate gradient method for finding a minimizer of a 2-variable function (conjugate_gradient_method): This work uses the conjugate gradient method for finding a minimizer. The line search also uses a strong backtrack search from Numerical Optimization by Jorge Nocedal and Stephen J. Wright. You can choose either the Fletcher-Reeves or Polak-Ribiere method by indicating the option in the function of CG.m. link.