https://github.com/sunsided/optimization
(Nonlinear) optimization algorithms in C#
https://github.com/sunsided/optimization
conjugate-gradient-descent csharp dotnet gradient-descent hager-zhang neural-network nonlinear-optimization optimization optimization-algorithms
Last synced: 8 months ago
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(Nonlinear) optimization algorithms in C#
- Host: GitHub
- URL: https://github.com/sunsided/optimization
- Owner: sunsided
- License: eupl-1.1
- Created: 2015-07-12T20:27:11.000Z (almost 11 years ago)
- Default Branch: main
- Last Pushed: 2021-07-25T11:20:53.000Z (almost 5 years ago)
- Last Synced: 2025-02-28T12:32:43.258Z (over 1 year ago)
- Topics: conjugate-gradient-descent, csharp, dotnet, gradient-descent, hager-zhang, neural-network, nonlinear-optimization, optimization, optimization-algorithms
- Language: C#
- Homepage: https://www.nuget.org/packages/widemeadows.Optimization
- Size: 223 KB
- Stars: 10
- Watchers: 5
- Forks: 3
- Open Issues: 0
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Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- License: LICENSE.md
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README
# (Nonlinear) Optimization Library
This library aims to implement different mathematical optimization algorithms, such as regular and conjugate gradient descent. Mathematics is backed by [Math.NET Numerics](https://github.com/mathnet/mathnet-numerics).
## Gradient Descent Algorithms
* Resilient Error Gradient Descent
## Conjugate Gradient Descent Algorithms
* Hager-Zhang ("CG_DESCENT")
* Polak-Ribière (supporting preconditioning)
* Fletcher-Reeves
## Line Search Algorithms
- Secant
- Hager-Zhang with quadratic stepping
## Cost Functions
* Residual Sum of Squares