numerical-optimization
This repository contains various numerical optimization methods, as well as the linear algebra logic needed to support these methods.
The goal of this repository is to serve as a good starting point when researching optimization methods for education purposes.
This is why the implemented methods are certainly not as efficient as possible, since efficient code (with vectorized, third-party linear algebra libraries) tends to be hard to understand and is therefore of little use for people just trying to understand the concepts.