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Module functions

Module functions 

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Auto-generated module

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Functions§

adam
Adam adaptive-moment optimizer.
augmented_lagrangian
Augmented Lagrangian method for equality-constrained minimisation.
backtracking_line_search
Backtracking line search satisfying the Armijo (sufficient-decrease) condition.
bfgs
Full-memory BFGS (Broyden-Fletcher-Goldfarb-Shanno).
bisection
Bisection method for root finding on [a, b].
brent
Brent’s method for 1-D minimization given a bracketing triple (a, b, c) where b is between a and c and f(b) < f(a), f(b) < f(c).
cholesky_lower
Compute the lower-triangular Cholesky factor L of an n×n matrix stored row-major. Returns L such that L * L^T ≈ A.
clip_gradient
Clips the L2 norm of grad to max_norm (in-place).
conjugate_gradient_minimize
Nonlinear conjugate gradient minimization using the Fletcher-Reeves update.
constrained_min_box
Box-constrained minimization via projected gradient descent.
coordinate_descent
Cyclic coordinate descent (derivative-free).
forward_solve_lower
Forward substitution: solve L * x = b for lower-triangular L (n×n, row-major).
genetic_algorithm
Genetic algorithm for real-valued continuous minimisation.
golden_section
Golden-section search for a unimodal minimum on [a, b].
gradient_descent
Gradient descent with fixed learning rate.
gradient_descent_clipped
Gradient descent with gradient clipping.
gradient_descent_momentum
Gradient descent with heavy-ball (Polyak) momentum.
lbfgs
L-BFGS (Limited-memory Broyden–Fletcher–Goldfarb–Shanno).
lbfgsb
L-BFGS-B: box-constrained variant of L-BFGS.
nelder_mead
Nelder-Mead simplex method (derivative-free).
numerical_gradient
Central-difference numerical gradient.
numerical_hessian
Finite-difference Hessian matrix (central differences, second order).
particle_swarm
Particle Swarm Optimization (PSO).
powell
Powell’s method (derivative-free multidimensional minimisation).
sgd_cosine_annealing
SGD with cosine annealing learning-rate schedule.
simulated_annealing
Simulated annealing for global minimisation.
wolfe_line_search
Strong Wolfe conditions line search.