Module sparse_optimization

Sparse optimization algorithms for high-dimensional problems

This module provides optimization algorithms that leverage sparse numerical differentiation and matrix operations for efficient handling of high-dimensional optimization problems.

Structs

SparseOptimizationOptions

Options for sparse optimization algorithms

Functions

auto_detect_sparsity

Auto-detect sparsity pattern by evaluating the function at multiple points

compute_sparse_gradient

Compute sparse gradient using sparse numerical differentiation

minimize_sparse_bfgs

Sparse BFGS algorithm for large-scale optimization