3

1

1

1

# ArgMin.jl

A numerical solvers written by pure Julia.

Mathematical equations are rendered by Online LaTeX Equation Editor

# API

## solve_least_square

$\hat{x}=argmin(|Ax-b|^2)$

or

$\hat{x}=argmin(|Ax&space;=&space;b|^2)\&space;s.t.\&space;Cx&space;=&space;d$

## solve_multi_objective_least_square

$\hat{x}=argmin(&space;\lambda&space;_1|Ax&space;=&space;b|^2+\lambda_2|Ax&space;=&space;b|^2+...)$

## solve_nonlinear_least_square_with_newton_raphson

$\hat{x}&space;=&space;argmin(|f(x)|^2)$

## solve_nonlinear_least_square_with_gauss_newton

$\hat{x}&space;=&space;argmin(|f(x)|^2)$

## solve_nonlinear_least_square_with_levenberg_marquardt

$\hat{x}&space;=&space;argmin(|f(x)|^2)$

## solve_constrained_nonlinear_least_square_with_augmented_lagragian

$\hat{x}&space;=&space;argmin(||f(x)||^2)\&space;s.t.\&space;g(x)=0$

$\hat{x}&space;=&space;argmin(\frac{1}{2}xPx+q'x)$

or

$\hat{x}&space;=&space;argmin(\frac{1}{2}xPx+q'x)\&space;s.t.\&space;Ax=b$

MIT

# Author

• Atsushi Sakai

09/28/2018

8 months ago

51 commits