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1. Theoretical tools, algorithmic concepts
1.1 Problem to be solved
Quite formally, an optimization problem arises when we look for a point in a set X at which a function f defined on this set takes a minimum value. We'll write it as follows:
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Theoretical tools, algorithmic concepts
Constraint-free optimization
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Tools
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Differentiation and optimization codes
ADIC (C) http://www-new.mcs.anl.gov/adic/
ADIFOR (Fortran 77) http://www-unix.mcs.anl.gov/autodiff/ADIFOR/
ADOL-C (C++)...
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