datamole-ai / gomez

Framework and implementation for mathematical optimization and solving non-linear systems of equations.
MIT License
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Add Function and Optimizer traits for general optimization #3

Closed pnevyk closed 2 years ago

pnevyk commented 2 years ago

Although the primary goal of Gomez - solving non-linear systems of equations - remains still the same, I believe that providing means for general numerical optimization may benefit someone for the features that Gomez has: first-class support for bounds, simple, low-level, iterative API and various utilities. Moreover, two out of three algorithms implemented so far are optimization algorithms, not solvers anyway.

As solving equations is the primary goal, the information about general optimization is rather omitted from the documentation and that is on purpose.