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Optimization

Gradient-based optimisation in MATLAB, with contour visualisation of the search.

File What it does
Conjugate_Gradient_Branin_hoo_function.m Conjugate gradient method with a line search over the step length. Takes an optional starting point (default [2 1]), runs to a gradient-norm tolerance of 1e-6 or 10,000 iterations, and overlays the objective's contours for visualisation. The Branin-Hoo function is included; a quadratic test objective is active by default, so swap the commented f to switch between them. Returns xopt, fopt, the iteration count, the gradient norm, and the final step size.
contour_test_shade.m Contour plot of a quadratic objective subject to three inequality constraints, shading the infeasible side of each so the feasible region and the constrained optimum are visible. Exports to PNG or PDF.

Requirements

MATLAB. Nothing beyond base plotting is needed.

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Optimization algorithms with testing function

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