swMATH ID: 29999
Software Authors: P. K. Mogensen; A. N. Riseth
Description: Optim: A mathematical optimization package for Julia. 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 methods. The user can provide derivatives themselves, or request that they are calculated using automatic differentiation or finite difference methods. The main focus of the package has currently been on unconstrained optimization, however, box-constrained optimization is supported,and a more comprehensive support for constraints is underway.
Homepage: https://www.theoj.org/joss-papers/joss.00615/10.21105.joss.00615.pdf
Source Code:  https://github.com/JuliaNLSolvers/Optim.jl
Dependencies: Julia
Keywords: optimization; Julia; Julia Package; JOSS; Journal Open Source Software; unconstrained optimization
Related Software: Julia; CG_DESCENT; ForwardDiff; R; JuMP; DifferentialEquations.jl; Matlab; GitHub; L-BFGS; Distributions.jl; DLMF; NeuralPDE.jl; Turing; Ipopt; L-BFGS-B; GaussianProcesses.jl; Rugarch; ScoreDrivenModels.jl; ARCHModels.jl; NLopt
Cited in: 30 Documents

Standard Articles

1 Publication describing the Software Year
Optim: A mathematical optimization package for Julia Link
P. K. Mogensen; A. N. Riseth

Citations by Year