AtsushiSakai / ArgMin.jl

A numerical solver by pure Julia

MIT License

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ArgMin.jl

A numerical solvers written by pure Julia.

Mathematical equations are rendered by Online LaTeX Equation Editor

API

solve_least_square

$\hat{x}=argmin(|Ax-b|^2)$

or

$\hat{x}=argmin(|Ax = b|^2)\ s.t.\ Cx = d$

solve_multi_objective_least_square

$\hat{x}=argmin( \lambda _1|Ax = b|^2+\lambda_2|Ax = b|^2+...)$

solve_nonlinear_least_square_with_newton_raphson

$\hat{x} = argmin(||f(x)||^2)$

solve_nonlinear_least_square_with_gauss_newton

$\hat{x} = argmin(||f(x)||^2)$

solve_nonlinear_least_square_with_levenberg_marquardt

$\hat{x} = argmin(||f(x)||^2)$

solve_constrained_nonlinear_least_square_with_augmented_lagragian

$\hat{x} = argmin(||f(x)||^2)\ s.t.\ g(x)=0$

solve_quadratic_programing

$\hat{x} = argmin(\frac{1}{2}xPx+q'x)$

or

$\hat{x} = argmin(\frac{1}{2}xPx+q'x)\ s.t.\ Ax=b$

License

MIT

Author

Atsushi Sakai