Download as pdf or txt
Download as pdf or txt
You are on page 1of 1

Project codes and report must be delivered before 08-06-2024.

You are not allowed to use any built-in functions from any python module or library. You need to develop your own
code. You need to present your code and results at specific day.

Phase 1:
1- Write a computer program to implement the simplex method.
2- Write a computer program to implement the BFGS method using the golden section method of one-
dimensional minimization. Use a finite-difference scheme to evaluate the gradient of the objective
function.
3- Write a computer program to implement the exterior penalty function method. Use any
unconstrained optimization method like BFGS.
4- Write a computer program to implement one of these modern methods: a) genetic algorithm b) PSO
c) Ant colony.
Phase 2:
1- Apply your code to some of benchmark functions to show that your methods are working well.
You can find many of them from this link: https://www.sfu.ca/~ssurjano/optimization.html
Phase 3:
1. Apply one of the optimization codes that you developed above in your own optimization problem
which is related to your discipline. (about the subject of this problem please talk to me first).

You might also like