In this project we answer some theoretical questions, before we implement various optimization algorithms to solve an unconstrained optimization problem.
TMA4180___Optimering____Prosjekt_1.pdf:
- Contains the answers to the project.
q4.py:
- Contains function evaluations with derivatives for ellipse equations, the problems we are to solve.
Task3.py:
- classify_by_ellipse: Function to classify points based on whether they are inside/outside ellipse.
- classify_by_rectangle: Function to classify points based on whether they are inside/outside rectangle.
- classify_misclassification: Function to classify points based on whether they are inside/outside ellipse, but with a misclassification rate.
- Some functions to plot points with class labels and class boundaries.
q5_version2.py:
- Backtracking linesearch algorithm.
- Steepest descent algorithm.
- Fletcher-Reeves algorithm.
- BFGS algorithm.
- Some plotting functions that defines problems, uses the algorithms above to solve them, and plots solutions.