MATLAB/Octave library for stochastic optimization algorithms: Version 1.0.20

A matlab function for steepest descent optimization using Quasi Newton's method : BGFS & DFP

The BFGS Algorithm is studied.

Basic Implementations of Optimization Algorithms

Numerical analysis functions in MATLAB for interpolation, approximation, differentiation, integration, and solving systems of nonlinear equations.

Implementation of Gradient Type Optimization Algorithms

A Single Layer Neural Network to recognize digits making use of unconstrained, non-linear optimization

DFP method is studied.

Linear Regression and Feature Engineering, Implementation of Gradient Descent, Sub-gradient Descent, Newton Method, Quasi-Newton Method, LBFGS, Determinig Confidence Interval from Bernouli, Uniform and Normal Distribution,Dimensionality Reduction and Classification.

Material from the course of Static and Dynamic Optimization at ENSEM - Université de Lorraine.