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854 changes: 854 additions & 0 deletions LevenbergMarquardt.jl

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20 changes: 10 additions & 10 deletions README.md
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# STMO-ZOO
# Levenberg-Marquardt algorithm

Welcome to the STMO zoo! This is your final assignment for the course Selected Topics in Mathematical Optimization. Your goal is to implement an optimization method in Julia and contribute this to this repository. To pass, you have to:
By Thiemen Mussche.
The notebook is the main material.

- fork this repo and create a pull request;
- add a module to `src` with **at least one function**
- add at least one unit test to the folder `test`;
- document all your functions and add a page to the documentation page;
- make a notebook in [Pluto](https://github.com/fonsp/Pluto.jl) and add it to `notebooks`;
- perform a small code review of two other students.
Levenberg-Marquardt is a numerical algorithm specifically made as an improvement to the Gauss-Newton method.
It employs Gradient descent to counter some disadvantages of Gauss-Newton.
Both algorithms are meant to solve nonlinear least square problems. In the notebook we build the algorithms from the ground up
trying to get a more intuitive look at them.

Depending on the project you choose some of these individual assignments might be really minimalistic, with other parts larger. For example, if you want to develop an application, say solving the graph coloring problem with Tabu Search, you might have only a single function in the source code (e.g., generating an instance) but have a fairly large notebook with a tutorial. On the other hand, if you work on a method, e.g., implementing Bee Colony Optimization, you might have many functions in the source code, while your notebook is only a demonstration on the test functions.
After the theory, the algorithms are implemented and compared on a lowly complex nonlinear function.

[![Build Status](https://travis-ci.org/MichielStock/STMOZOO.svg?branch=master)](https://travis-ci.org/MichielStock/STMOZOO)[![Coverage Status](https://coveralls.io/repos/github/MichielStock/STMOZOO/badge.svg?branch=master)](https://coveralls.io/github/MichielStock/STMOZOO?branch=master)

[![Build Status](https://travis-ci.org/MichielStock/STMOZOO.svg?branch=master)](https://travis-ci.org/MichielStock/STMOZOO)[![Coverage Status](https://coveralls.io/repos/github/MichielStock/STMOZOO/badge.svg?branch=master)](https://coveralls.io/github/MichielStock/STMOZOO?branch=master)
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854 changes: 854 additions & 0 deletions notebook/LevenbergMarquardt.jl

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