# Questions tagged [optimization]

This tag is intended for questions on methods for the (constrained or unconstrained) minimization or maximization of functions.

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### Is there a high quality nonlinear programming solver for Python?

I have several challenging non-convex global optimization problems to solve. Currently I use MATLAB's Optimization Toolbox (specifically, fmincon() with algorithm=<...
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### BFGS vs. Conjugate Gradient Method

What considerations should I be making when choosing between BFGS and conjugate gradient for optimization? The function I am trying to fit with these variables are exponential functions; however, the ...
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### Pressure as a Lagrange Multiplier

In the incompressible Navier-Stokes equations, \begin{align*} \rho\left(\mathbf{u}_t + (\mathbf{u} \cdot \nabla)\mathbf{u}\right) &= - \nabla p + \mu\Delta\mathbf{u} + \mathbf{f}\\ \nabla\cdot\...
12k views

I have this confusion about Armijo rule used in line search. I was reading back tracking line search but didn't get what this Armijo rule is all about. Can anyone elaborate what Armijo rule is? The ...
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### How is geometric programming different from convex programming?

How is (generalized) geometric programming different from general convex programming? A geometric program can be transformed into a convex program, and is typically solved by an interior point method....
3k views

### Calculating Lagrange coefficients for SVM in Python

I'm trying to write a full SVM implementation in Python and I have a few issues computing the Lagrange coefficients. First let me rephrase what I understand from the algorithm to make sure I'm on the ...
724 views

### Trace An Isoline of an Expensive 2D Function

I have a problem similar in formulation to this post, with a few notable differences: What simple methods are there for adaptively sampling a 2D function? Like in that post: I have a $f(x,y)$ and ...