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Optimization Algorithms

A couple self implemented optimization algorithms in matlab

List of Algorithms

  1. Applicable on Functions
    1. Gradient based:
      • Gradient descent with variable step size
      • Stochatic gradient descent
      • Newton procedure
      • Newton procedure simplified
      • Newton procedure subdued
      • Newton procedure global
    2. Metaheuristic:
      • Simulated annealing
      • Firefly algorithm
    3. Other:
      • Downhill simplex procedure
  2. Applicable on Graphs
    1. Metaheuristic:
      • Simulated annealing for graph
      • Ant algorithm

Dependencies

  • Matlab R2015a or higher

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