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Function optimization methods using Python 3

The code consists of the following search methods for finding minima of the univariate functions:

  • Bisection method (also known as dichotomy method)
  • Golden sections search
  • Fibonacci search

The code consists of the following gradient descent methods for finding minima of the multivariate functions:

  • Newton
  • Fast descent (also known as Steepest descent)
  • Descent with step-size decreasing

Dependencies:

  • numpy
  • matplotlib
  • mpl_toolkits

To run the program, execute: python3 main.py

Snapshots of plots generated by the program:

Contour plot of the gradient methods:

Contour

3D-plot of the gradient methods:

3D-plot