symja_android_library
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Improve `FindMinimum, FindMaximum` with more hipparchus methods
The following methods should be implemented for the FindMinimum, FindMaximum functions:
- "Powell"
Implements the Powell optimizer.
This should be the default method, if no Method is set.
- "ConjugateGradient"
Implements the Non-linear conjugate gradient optimizer.
This is a derivative based method and the functions must be symbolically differentiable.
- "SequentialQuadratic"
Implements the Sequential Quadratic Programming optimizer.
This is a derivative, multivariate based method and the functions must be symbolically differentiable.
- "BOBYQA"
Implements Powell's BOBYQA optimizer (Bound Optimization BY Quadratic Approximation).
See:
- https://github.com/axkr/symja_android_library/blob/master/symja_android_library/doc/functions/FindMinimum.md
- https://github.com/axkr/symja_android_library/blob/master/symja_android_library/doc/functions/FindMaximum.md