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vktrbr / optimization_ml

Optimization in ML

MIT License

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Python Packages #71

Closed tsoiadelina closed 2 years ago

tsoiadelina commented 2 years ago

Development of 3 methods

~~Made on GO~~

Possible inputs

[x] Function: Callable
[x] Limitations of the type of equalities and inequalities: Callable
[x] Coordinates of the starting point: Sequence
[x] Optimization accuracy: Real
Outputs
[x] Coordinates of the extremum point Point(TypedDict): point: Sequence[Real] f_value: Real
[x] History (TypedDict): iteration: List[Integral] f_value: List[Real] x: List[Sequence] message: AnyStr

Methods

[x] Newton’s method under equality constrains

[x] Log Barrier Method
[ ] ~~Primal-Dual Interior-Point Methods~~

Reference

https://www.cs.cmu.edu/~pradeepr/convexopt/Lecture_Slides/primal-dual.pdf (Primal-Dual Interior-Point Methods) https://www.stat.cmu.edu/~ryantibs/convexopt-S15/scribes/15-barr-method-scribed.pdf ( Log Barrier Method)

https://www.cs.cmu.edu/~ggordon/10725-F12/scribes/10725_Lecture12.pdf (Newton’s method under equality constrains)

vktrbr commented 2 years ago

vktrbr commented 2 years ago

Primal-Dual Interior-Point Methods isn't done