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Optim: A mathematical optimization package for Julia

Abstract:

Optim provides a range of optimization capabilities written in the Julia programming language (Bezanson et al. 2017). Our aim is to enable researchers, users, and other Julia packages to solve optimization problems without writing such algorithms themselves. The package supports optimization on manifolds, functions of complex numbers, and input types such as arbitrary precision vectors and matrices. We have implemented routines for derivative free, first-order, and second-order optimization m...

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Publication status:
Published
Peer review status:
Peer reviewed
Version:
Publisher's version

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Publisher copy:
10.21105/joss.00615

Authors


Mogensen, PK More by this author
More by this author
Institution:
University of Oxford
Division:
MPLS Division
Department:
Mathematical Institute
Publisher:
Open Journals Publisher's website
Journal:
Journal of Open Source Software Journal website
Volume:
3
Issue:
24
Pages:
Article: 615
Publication date:
2018-04-05
Acceptance date:
2018-04-05
DOI:
ISSN:
2475-9066
Pubs id:
pubs:852951
URN:
uri:756cdd7e-1e4e-4226-96ea-3ab28f23963f
UUID:
uuid:756cdd7e-1e4e-4226-96ea-3ab28f23963f
Local pid:
pubs:852951

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