This repo contains a solver in julia , and different types of optimization problems to solve for.
- Parameter Estimation (Estimating DampedSHM parameters)
- Functional Estimation (Estimating a function which minimizes drag force)
- Signal Denosing (Fitting a curve to data, choosing between abiding smoothness of curve or accuracy of fitting)
- Neural Network Training (Detecting Liver Disease in a dataset of patients based on 10 features)
- Minimum Time Trajectory (for a 2D Speed Matrix, and given points A and B on the plane, compute the trajectory minimizing the time of travel)
- Final Project (Computing the optimal placement of a receiver, given the location of several transmitters)
- Derivative Free Optimization Methods (implementation of Genetic Algorithm and Nelder Mead Simplex Method)
- Equality Constrained Quadratic Programming (detecting location of fire based on some boundary constraints which can be expressed as an ECQP)
- Active Set Quadratic Programming (finding optimal locations for substations in various communities to minimize electric transmission losses)
- Gradient Descent
- Quasi Newton BFGS
- Projected Gradient Conjugate Gradient Method
- Note: Conjugate Gradient Descent Method hasn't been supported in a while, and has issues.
- Note: SR1 based Trust Region Method implementation has been indefinitely paused, in favour of more urgent tasks.
- Genetic Algorithm
- Nelder Mead Simplex Algorithm
- Halton Sequence Sampling
- Latin Hypercube Sampling
- Strong Wolfe + Bisection Interpolation
- Armijo + Backtracking (support removed, always use Strong Wolfe henceforth
