minimisation-algorithms

Mathematical methods for finding the local or global minima of a function:

1. One Dimensional Minimisation
   • Least squares methods
   • Parabolic method
2. Multi-Dimensional Minimisation
   • Univariate method (extension of the one dimensional parabolic method)
   • Gradient descent
   • Newton's method
   • Quasi-Newton method
   • Monte Carlo minimisation (Simulated Annealing)