This project is a collection of Optimization Algorithms that I have studied. Most of them are employed in machine learning especially in reinforcement learning. And almost all of them are unconstrained problems.
More Related Research can be found in my blog at:
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Nocedal, Jorge, and Stephen J. Wright. Numerical Optimization. 2nd ed. Springer Series in Operations Research. New York: Springer, 2006.
This project has been supported by jetbrains
