Optimization Exercises

This repo is my solutions for course "Numerical Optimization in Robotics" on Shenlanxueyuan("Deep Blue Academy"? not sure about the official English name)[link]

Dependecies

• cmake(minimal version: 3.12.0)
• Eigen3
• pybind11

Exercise 1

Implementation inexact line search(Backtracking/Armigo line search) for Rosenbrock function.

The program is meant to be compatible for N dimension vector, tested on 2- and 3-dimension, the 4-dimension test took to long time.

Result on 2D:

Usage

• prebuilt

./bin/ex1

• build from source

# make the target
cmake -B build
cmake --build build
# run the program
./build/ex1

TODO

• documentation
• visualization
• add other methods like exact line search, diminishing step size