Linear-and-non-linear-optimization-algorithms

Implementation of various optimization algorithms in python and numpy

Notebook 1 This contains implementation of the revised simplex method.

Notebook 2 This contains implementation of both the traditional interior point method and the modifed mehrotra version

Notebook 3 This contains implementation and benchmarking of non-linear optimization algorithms. Algorithms including :

• 1D elimination methods (golden section and Fibonacci search)
• Interpolation methods (Quadratic and cubic interpolation)
• Fletcher Reeves method
• Marquadt method
• Quasi-Newton method