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Improve `FindMinimum, FindMaximum` with more hipparchus methods

Open axkr opened this issue 9 months ago • 0 comments

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

axkr avatar Mar 29 '25 14:03 axkr