Unconstrained optimization: Problems 14.1, 14.2, 14.3

14.1

Implement Nelder-Mead, Line Minimization, Direction Set, and Conjugate Gradient and use them to search for a minimum of the Rosenbrock function, starting from x=y=-1.

I worked from an IPython notebook this week, you can access the generated html here.

Nelder-Mead, sweet and simple.

Line minization with golden section search. After struggling with the initial bracketing for a bit, I translated a subroutine from numerical recipes.

Powell's direction set method

MAS.864 2014