Skip to content

Latest commit

 

History

24 Commits

Folders and files

NameName
Last commit message
Last commit date
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

Optimator

Play with optimization algorithms.

Cauchy (Gradient) method vs Newton's method


About code.
In this code researched Gradient or Cauchy method - first order method vs Newton's method - second order method
The code illustrates the advantages of the second order method over the first order method.
The classical gradient algorithm has been writed and ploted its convergence.
The Newton's method has been writed.
This is a second-order method using the Hessian matrix - a matrix of estimates of the second derivatives.
The convergence of Newton's method is investigated vs Gradient convergence.

Coded by Alex Titov

Last update 13.01.2021

About

Play with optimization algorithms

Resources

Stars

2 stars

Watchers

1 watching

Forks

Releases

Packages

Contributors

Languages